Extracting strontium nitrate lets you .. build explosives from readily available materials? Or it would except, as the page shows, you need a pretty good chemistry set and knowledge to do this, at which point you probably don't need pyros.
I don't know if it's just a Europe thing, but pyros are illegally used a lot at soccer (EU: football) matches and other sporting events. Picture on this page: https://scottishfsa.org/pyros-burn-young-dundee-fan/
We have portable triangle reflector in Europe that are in every truck or car.
Coincidentally, I'm a volunteer firefighter, and helped put out a fully-involved car fire yesterday. The interior was GONE, except for seat springs and the like. Fuel too, of course, and the tires. The alloy wheels were more interesting, guessing there was magnesium sparking off in great showers of brilliant white. We're concerned around things like gas shocks and bumper / hatch struts, because they will pop off with some violence; we found a hatch strut yesterday, probably 20' _behind_ our truck after we were done. If there had been road flares in the mix, I'd be thinking, "oh, that's pretty".