Happy to if you can provide a link or two. I am a scientist; I make my living running a small science/engineering company I founded.
Not sure what you mean. Both sides are reflective, unless a whimsical kind painted on one side with a character or design. What do you mean by diagonal movement?
Actually, an assymmetric design could in theory produce diagonal flight, powered by the same effect that turns a Crooke's Radiometer.
Probably something wrong in the set-up, e.g. wrong crosswind, insufficient altitude, blown off-course, missed queue, call droppage, police rollby, lots of things can go wrong.
Actually, I think the one in the posted video is not mylar; it's an ordinary rubber balloon in white that is reflecting some wierd frequencies at the higher altitude.
As I said, I'm not ruling this out, but not leaning towards it quite yet.