“Ah now, I can’t promise you sun,” says a Scots lady-in-waiting of her native weather to a novice Englishwoman near the start of Rona Munro’s masterly James Plays. It’s the first of many references to make the audience laugh knowingly. Well, after four days of the worst weather Edinburgh Festivalgoers can remember, the sun came out yesterday morning. There’s no better place to be than the airy Queen’s Hall if you want an 11am recital of light and shade – and to say that of yesterday’s duo programme is an understatement.

Imagine how discombobulated the audience must have felt at the 1962 premiere of Shostakovich’s most outlandish monster symphony, the Fourth, 26 years after its withdrawal at the rehearsal stage. Those of us hearing its natural successor, Schnittke’s First Symphony, for the first time live last night didn’t have to (imagine, that is).

Interviewed live just before his Proms performance of Britten’s Serenade, Ben Johnson was asked the usual question as to whether the composer wrote especially well for the tenor voice. “He writes amazingly for every instrument,” came the reply. If we needed a single-programme testament to that special genius, this all-Britten celebration from Vladimir Jurowski and his London Philharmonic Orchestra was it. In addition to the two billed soloists, there were at least a dozen from within the orchestra who proved the point.

“Rock ‘n’ roll was invented in Bodø about 1922,” declares Elvis Costello before kicking into “A Slow Drag With Josephine”. “Then it crept down to Trondheim,” he continues. “Then the squares in Oslo got it about 1952.” Up here, 25km inside the Arctic Circle, it actually seems possible that anything could have developed without the outside world noticing. On the tip of a finger of land between two mountain-fringed fjords, the city of Bodø doesn’t need to shout its identity. The setting is enough.

Curious and curiouser. Lutosławski’s Cello Concerto, centrepiece of Esa-Pekka Salonen’s latest Philharmonia concert celebrating the Polish master’s centenary, adds ballast to the idea that the composer, like Schoenberg and Tippett, burrowed into a specially comfortless rabbit warren in his later works. On the other hand his Concerto for Orchestra, begun two decades earlier in 1950, proved its mettle as a serious audience-pleaser.

Mozart and Wagner were the opposite compass points of Richard Strauss’s classical-romantic adventuring, and Amadeus has often made an airy companion to the rangy orchestral tone poems in the concert hall. By choosing Haydn instead as the clean limbed first-halfer in two London Philharmonic programmes, Yannick Nézet-Séguin came armed with period instrument experience of the master’s symphonies in his dazzling debut concert with the Orchestra of the Age of Enlightenment.

She grew up in Norway, lives in Sweden and has been recording since 2003. Her new album, It All Starts with One, is her most assured, her most vital. But Ane Brun’s recent work with Peter Gabriel has attracted attention outside Scandinavia. Her vocal contribution to his remake of “Don’t Give Up” claimed it as her own. Last night erased Gabriel from her CV. This fabulous show was a new beginning.

It’s easy to get lost in the music of Danish singer-songwriter Agnes Obel. As she ended with "On Powdered Ground" singing “don’t break your back on the track”, her piano meshed with a cello and a Scottish harp, making what was already an affecting album track into a requiem. Obel’s Philharmonics album collects a series of similarly autumnal reflections. A rain-spattered evening was just right.

How can even a generously proportioned documentary do justice to one of the musical world’s greatest life forces? John Bridcut knows what to do: make sure all your interviewees have a close personal association with your chosen giant in one of his many spheres of influence, then get cellist-disciples from Rostropovich’s Class 19 in the Moscow Conservatoire – here Moray Welsh, Natalia Gutman, Karine Georgian and Elizabeth Wilson - to watch and listen to their mentor talking and playing. The result is a towering model of its kind.

Dominated by a focus on contemporary music, this year’s Proms’ Saturday Matinees have also developed something of a heavenward glance as the series has progressed. Last weekend it was the Christian mysticism of Hildegard of Bingen at the fore, with Britten’s Sacred and Profane providing a slippery foothold in the earthly. Yesterday we cast off worldly shackles entirely, gazing beyond the limits of our own humanity in the musical visions of Tippett, Tavener and Sofia Gubaidulina.