The BBC National Orchestra of Wales’s second Royal Albert Hall date this summer opened with the kind of thing UK audiences only really hear at the Proms: Sofia Gubaidulina’s Revue Music for Symphony Orchestra and Jazz Band, written in 1976. It’s not what you’d have expected from this serious, intense, spiritually driven composer, who died earlier this year – or, to be honest, from any other composer.

It opens in atmospheric, modern-classical style, ominous bells against high, tense strings. Then it explodes into funky bass guitar and brass, driving drum kit and the Star Trek-like ahhing of a close-miked vocal trio – here it was Synergy Vocals – and it’s as if the stage has been taken over by Magnum PI. Gubaidulina pits these two musics against each other, with the jazz-funk periodically dissolving into snatches of Mahlerian melody and translucent orchestral stillness – at one point a few lines of poetry are spoken on top, amid an aura of whispers from the orchestral players. Finally, there’s a slow splurge of Bond theme-ish excess – brilliantly bonkers, and the Albert Hall loved it.

A quick recalibration of the ears was required for Ravel’s G major Piano Concerto, Benjamin Grosvenor the quicksilver soloist. His playing brought out the bluesiness of Ravel’s music, especially in the slow movement, where the tender, meandering melody sounded a split-second out from the accompaniment, as if it were being delivered by a singer perched on a stool in a jazz club. Every note was clear, even as the conductor Ryan Bancroft romped through ever-faster tempos in the finale – and that also went for Grosvenor’s encore, the finale of Prokofiev’s Sonata No 7, three glorious minutes of ferocious edge-of-the-seat brilliance.

The second half was less crowd-pleasing, if still powerful. Shostakovich’s 1962 Symphony No 13 employs a bass-baritone soloist and men’s choir to give voice first to a harrowing response to the Holocaust massacre at Babi Yar near Kyiv and then to four other darkly subversive poems about Russia. Bancroft had the orchestra playing with pointed character, and the men of the BBC National Chorus of Wales delivered line after Russian line excellently, but for all his velvety, cavernous bass tone the Lithuanian soloist Kostas Smoriginas needed more swagger in this huge space. Perhaps the work itself travels less well than Shostakovich’s other symphonies; certainly, it was a heavy counterweight to a kaleidoscopic first half.

• Listen again on BBC Sounds until 12 October. The Proms continue until 13 September