The mention of 'an' F-100 rang a bell. I sat through an individual's tale who was adamant that "an" F100 returned from a U.K. scramble toward the south "minus a missile ". The gossip was that the aircraft had "intercepted a UFO".
For many practical reasons I find it near impossible to accept that a "UFO" would be fired upon. These urban legends however persist ( including even regarding the Lightning) and probably originate from escalated accounts of genuine "scrambles" to check unidentified radar returns.