I've established from press accounts that there was a phantom airship panic in January 1915, in two parts: a vaguely-defined one in the first half of the month and a much more clearly-delineated one in the last week or 10 days. What I'm going to do here is look at what evidence there is for this panic in The National Archives and how well it matches up with the newspaper reports.1
There are several files which are potentially relevant. AIR 1/565/16/15/89, 'GHQ Home Forces General Correspondence File re. Movements & rumoured movements of hostile aircraft etc', covers the period from the start of the war in August 1914 to January 1915. Unfortunately the last entry in the file is from 2 January so it isn't very helpful, though it has some miscellaneous reports. Another potentially relevant file, AIR 1/550/16/15/27, contains MT1b's (roughly) weekly Home Defence Intelligence Summaries from October 1914 to April 1915 (thanks to James Pugh for providing a copy of this one!) But it's missing the reports for most of January, and those which do survive provide scant details of aircraft sightings, because those deemed to be false have been filtered out. It does have a couple of useful items. HO 139/43 has an interesting D-notice (a censorship request from the Home Office to the press -- not enforceable, though they were usually followed). By far the most useful file is AIR 1/561/16/15/62, 'Several files containing reports of false alarms & rumoured Air Raids on England', covering the period from December 1914 to August 1918. This has information on about half a dozen seperate phantom airship incidents from January 1915, some involving multiple sightings and defence responses.
See also Nigel Watson, UFOs of the First World War: Phantom Airships, Balloons, Aircraft and Other Mysterious Aerial Phenomena (Stroud: History Press, 2015), 94-95, 168-171. ↩