This is a hairstreak butterfly. In the right light, the grey patch between the orange ones (that looked red at the time), was bright blue. The scales of butterflies do not have pigment, but show their colors by optical effects, such as refraction, diffraction and interference. So it really is all about the light with butterfly colors.
There were two, and sometimes three, of these butterflies that were quite entertaining as they flitted and danced around our little bed of coreopsis in the backyard for more than a week in the late afternoon sun.