Prom 13, Royal Albert Hall, London/ BBC Radio 3

This surprising season of reversed expectations has once again turned its pastoral theme inside out. Psycho-pastoral, anti-pastoral and urban-pastoral had their turn on Monday, with a conductor refreshingly cast against stereotype. Readers unfamiliar with the primitive ways of the classical music world may be amazed that it still likes to make Finns perform Sibelius, Englishmen Elgar, black people Porgy and Bess, and so on. This time, the BBC Scottish Symphony Orchestra's Finnish chief conductor, Osmo Vanska, got his hands on symphonies by Carl Nielsen and Ralph Vaughan Williams, and there was no stopping him.

Fast and furious certainly suits the eager early style of Nielsen, up to a point. His Second Symphony is called The Four Temperaments, and plunges straight into the choleric side of life. Although the playing held together firmly, the phrasing never breathed and the brass overwhelmed everything else. Things grew more relaxed, and almost persuasive, in the middle movements, until a square-cut finale highlighted the music's more workaday qualities. This is, by some way, the least interesting of Nielsen's symphonies, and had never been played at the Proms before. His fans like to praise his insight into human character, but it is exclusively male character; a less feminine composer never existed.

Even the testosterone-soaked early works of Prokofiev have a way of standing outside themselves, as though to criticise their own ferocity. That's what makes his First Piano Concerto, written for himself to play at 21, such an engaging piece of self-promotion. All that display needs, and gets, a touch of sly mockery. Louis Lortie, soloist with the BBC SSO, thrived on it. His way with the lighter and slower episodes, sensitive yet still rhythmically taut, stands out in retrospect. He was right there in the robust and flashy music, too, but suffered from having to contend with fussy orchestral phrasing of the main theme and, at the end, another bout of brass overkill.

Vanska, who up to now sounded as though his relationship with the Albert Hall acoustic needed some therapy, came into his own with Vaughan Williams's A London Symphony. Speed-record attempts near the beginning worked out more successfully, thanks to a light touch (and rather better orchestration), and the climaxes had a thrilling quality that many interpreters of this composer don't risk. The intense, tortured shocks of the finale carried full weight, while the introverted episodes kept awake, so that the symphony's strange mix of energy and passivity – the latter eventually dominant – emerged in complete clarity.

Surely this is a symphony that dare not speak its name: an anti-London symphony about satanic mills snuffing out hopes of Jerusalem, not in the end urban-pastoral but real pastoral. It makes Elgar's popular, near-contemporary London piece, Cockaigne, sound mawkish and touristy.

There's not a celebratory note in Vaughan Williams' piece, and in its epilogue, the city seems to be wishfully effaced, leaving simply the stillness that was there before it.

This Prom will be repeated on Friday at 2pm on BBC Radio 3. Box office: 020-7589 8212; www.bbc.co.uk/proms