Physical laws apply all over the cosmos. Nothing can be done that is physically impossible. Just because someone can't explain what they saw doesn't mean there isn't an explanation. It means the explanation isn't known.
I'm not sure of the point being made here. As a matter of fact, we do not know that "physical laws apply all over the cosmos." This is an assumption of science, without which science would be virtually impossible. So-called "laws" are actually subjective models that are sufficiently accurate to make science possible. One oft-cited example is that the laws of physics as we understand them simply do not operate ("break down") inside a black hole.
When I say UFOs have been observed and recorded doing "physically impossible" things, implied in this statement is something like "assuming our present understanding of the nature of reality is at least in the ballpark of being correct." If it isn't, then all bets are off - what seems physically impossible to us may be entirely possible in the context of a reality that is far different from what we now understand reality to be. One possibility that physicists no longer regard as implausible is that we actually occupy a virtual (i.e., simulated) reality or a consciousness-based reality rather than one that is fundamentally material.
The more highly regarded UFO theories include interactions with other dimensions or universes, time travel (wild as that may sound), or manipulation of our reality from a higher reality (be it a deity, a cosmic software programmer, or whatever). Any of these scenarios could produce phenomena that appear to us to be physically impossible - but only because our understanding of reality is actually far off-base.
UFOs have been observed and recorded exhibiting instantaneous acceleration, instantaneous disappearance and reappearance and numerous other "physically impossible" characteristics. Psychic effects have been repeatedly reported. Credible witnesses have reported UFOs that were vastly larger on the inside than they appeared from the outside.
A little novel from 1884 called
Flatland: A Romance of Many Dimensions has always fascinated me. The premise is that a world of two-dimensional circles, squares and triangles is interacting with a world of three-dimensional spheres and boxes and whatnot. When you think about it, what the denizens of a two-dimensional world would experience if a three-dimensional sphere were interacting with their world is almost exactly what UFO witnesses actually report.
I'm not claiming to have any answers. I'm merely claiming to have a sufficient base of knowledge about the UFO phenomenon to know it defies simplistic or mundane explanations (and is way more mysterious and interesting than the JFKA). In fact, I regard even the ET hypothesis and Royell's "ultraterrestrial" hypothesis (as it's known) as among those that are too simplistic to explain the phenomenon. One ET hypothesis I regard as at least a mild possibility is that the phenomenon as we experience it is not the real phenomenon at all but rather a staged phenomenon generated by perhaps a single highly advanced ET source for purposes known only to it - more or less Jacques Vallee's control system idea.