Raise a glass 🍺

Something would have to be going incredibly fast and be massive enough not to have it's momentum reduced by the impact, at which point it would probably just sheer off a chunk of earth as it kept going.

Atmosphere will do nothing but slow an object down, increasing its odds of slamming into earth. Our planet is pretty soft so the chance of a ricochet like a bullet off a steel plate is very low.

Edit: also, once a meteorite is deep enough in earth's gravity well it won't be able to escape without some form of propulsion.

No. What you are seeing is many small pieces of dust and debris which from a distance seem dense and or solid. Take clouds for example. Before we knew about the precipitation process, we thought clouds could possibly hold structures.