Answer:
Different lights do make me strange, thus into different sizes I will change.
I'm full of holes, yet I'm full of water.
I march before armies, a thousand salute me. My fall can bring victory, but no one would shoot me. The wind is my lover, one-legged am I. Name me and see me at home in the sky.
Hard to catch, easy to hold. Can't be seen, unless it's cold.
Sharp and long, flag of the world. What is it?
I have two bodies joined together as one. When standing still I run and run.