This exceptionally beautiful concert marked the Proms debut of the Filarmonica della Scala, founded in 1982 by Claudio Abbado and musicians from La Scala, Milan, to tackle the symphonic repertory, and technically a separate organisation from the orchestra that plays in the opera house itself, though, of course, many of the musicians are the same. Riccardo Chailly has been principal conductor since 2015, and he and the Filarmonica are currently partway through a European tour that takes them to the Edinburgh international festival as well as the Proms.

The London concert opened with Brahms’s Violin Concerto with Leonidas Kavakos as soloist – a performance of tremendous sincerity and integrity that avoided overt histrionics in favour of a reflective exploration of the work’s deeper resonances. The orchestral introduction gathered in intensity, almost imperceptibly, as it progressed. Kavakos’s opening statement was assertive without the lofty grandeur some interpreters bring to it. Technically, he was faultless, as one might expect, but what was really so remarkable about his playing here was the way he made the music breathe and sing in lyrical, expansive paragraphs while remaining continuously alert both to subtleties of meaning and absolute directness of expression. The cadenza, seamlessly integrated into the emotional trajectory of the first movement, led to a breathtaking moment of serenity it its close. The Adagio was deeply felt, the finale dexterous and wonderfully exuberant without ever becoming flashy.

After the interval came Fountains of Rome and Pines of Rome, Respighi’s gorgeously scored evocations of the sights, sounds, history and culture of the Italian capital, both compellingly done and played with great virtuosity. Chailly’s interpretations juxtaposed sensuous detail with spine-tingling excitement. The Filarmonica is a wonderful orchestra, the dark-toned strings really coming into their own in the Catacombs section of Pines, and the woodwind sounding exquisite in the outer movements of Fountains. In a brief slip of balance, the brass became over-prominent at climax of the Trevi Fountain section of the latter, but were gloriously vibrant in the steady crescendo that depicts the march down the Appian Way that closes Pines: it ranks among the most remarkable endings in music, and it’s hard to imagine it more thrillingly realised.

• On BBC iPlayer until 23 September. At the Usher Hall, Edinburgh, on 27 August. Box office; 0131-473 2000. The Proms continue until 9 September.