On individual scale, precisely that - a split type AC with one half indoors (or in a water tank) and the other half in an outdoor environement (air, water or ground).
If you're extracting heat from the environment, the machine lets the working fluid evaporate into the outdoor heat exchanger and compresses it back into the indoor heat exchanger. If you're cooling your premises - reverse that.
However, on a city scale, it's like "you've got a lot of sewage at 30 C" -> "your heat pump is a large building" -> "your sewage outflow is now at 10 C, but your underground heat reservoir gets charged to 140 C (stays liquid because of water column pressure), and you spend much less energy pumping the heat than you would spend heating the water directly".
Looking at the beatiful show, I cannot avoid thinking: "each of them a potential weapon".
So in fair weather, when communication is smooth and all navigation systems are working, it's entirely feasible to coordinate a swarm of 10 000. Wow. :)
Soon enough, they will be coordinating each other in the presence of electronic warfare, and swarms of 100+ fly already, so 1000 is the next step. Anyone doing air defense is probably designing energy weapons (lasers, masers, etc) at a pace approaching madness, besides making ever-cheaper drones.
As for the environmental footprint - if each drone withstands 10 performances, they will probably save resources. :)