I was also guessing a bank swallow, but also had never seen any birds flying like that.
Late in the afternoon or early dusk, a cloud of these birds would come flying in and start flying in a circle over the water, ducking their bills in the water to grab something, but never actually landing on the water, and then flying up and around the circle again. They would keep the circle going for quite a while, then it would move maybe 40' down or up stream to a different area and do the same flying in a circle and ducking and diving, and continuing to fly in the same circle. They did this several nights in a row for maybe 40-45 minutes, then flew off.
Clearly they are not ducks or other such water birds, or they would have landed in the water. They were not your usual wading water birds because the water was much too deep.
Here is the only almost in focus non-video photo I took. They look dark on top and pale in the bottom, which does match the photos of bank swallows. The Audubon guides say it flies low over water in big flocks and does acrobatics while catching insects, but nothing of circling!! I will try to take photos using a faster setting if they are still there in a couple of weeks when I go back to that campground.