What are we even looking at?
If it's a cloaked device I expect to bump into it if I attempt to occupy the same space as it.
If it's a device that's out of phase, I will pass through it without bumping into it.
If it's not a device at all, but is a natural organism that's always been just outside our umwelt (subjective surroundings, subjective world), then that's something completely different again.
All of the above, and maybe more, can conceivably look the same to our infrared and visual sensors.
Obviously something is going on, and it's interesting, and we need to investigate further and exercise the highest level of discernment we can muster at this time.
I think similarly. I also have a feeling that many (but probably not all) exotic craft are more like our earth skateboards, so we won't find any engines on them. I feel in many cases the occupants move these things around with their minds. The craft just forms a protective barrier, and maybe enhances the mind's function, or something like that.
In any case we need to be careful with our assumptions. Of course we want to find the engine as the first priority, but what if they don't have and don't need engines? Who knows.