Mystery solved.
Yesterday evening, just before 10:00 pm, there were two extremely loud bangs: BANG! BANG!. It could not have been thunder as the skies were clear, but it got a lot of curtains twitching and a few car alarms went off.
It turns out that two RAF Typhoons had been scrambled from RAF Coningsby to intercept an unidentified aircraft not responding to air traffic control. The plane was an Air France airliner with communications problems.