I think that you should run the neutrals back one at a time, you should not share a neutral between the fittings,
i gather these lamps are Metal Halide with integral ignitors ??
i have never come accross this fault before but i am waiting to find our why.
Wirenuts do sometimes come loose as these fittings will vibrate a little depending on how secure to control gear is within the fitting and the fittings to the position they are mounted.
keep us in touch with the progress.
John H