The Father, the Son and the Holy Ghost materialised yesterday. And I'm not talking about the transcendental appearance of the Holy Trinity of News International. I'm talking Proms. Last night's two saw a geriatric performance of the Brahms double, a brand spanking new way through an old Rite and a transfiguringly spectral invocation of Schubert's Quintet.

Never has a French invasion of these shores been quite so welcome. The two-day siege currently being staged in the Royal Albert Hall by Myung-Whun Chung and his Orchestra Philharmonique de Radio France opened last night with patriotic fervour in an all-French programme. Even Beethoven’s Triple Concerto began rolling its “R”s when cajoled into life by the dashing Capuçon brothers. While their strongly accented interpretation may not have been to everyone’s taste, as an exhalation after the meditative intensity of Messiaen and Dusapin it was perfectly judged.

From Middle-earth, middle England and Nibelheim they came, adventurers anxious to acclaim an Unjustly Neglected British Masterpiece. Praise, or curse, their persistence in steering the BBC and the Albert Hall back to Havergal Brian's biggest work after 31 years; hail by all means conductor Martyn Brabbins's flexible command of nine choirs and two orchestras. All I can say is that before I sat through nearly two long hours of continuous music last night, I proclaimed that this was exactly the sort of thing the Proms should be trying.

Here we are again. Marvel as you enter at the aptly gaudy lighting of Albert's colosseum, but know that unless your place is with the Prommers towards the front of the arena, the musicians will often sound as if they're in another galaxy - maybe one hinted at in the George Herbert words, if hardly the Judith Weir music, of the opening BBC commission, Stars, Night, Music and Light. Though spattered with Messiaenic orchestral paint - not to mention the obbligato sniffalong from my annoying neighbour - it felt like a very tame, rather olde-British gambit.

This week’s reviews include a generous Liszt anthology played by one of the 20th century’s most fondly remembered pianists. There’s a reissued box of Beethoven symphonies performed on modern instruments by one of the classiest European orchestras. Heading further north, we've a repackaged set of Sibelius symphonies with some essential extras.

It takes a lot to humanise the hideous late-Victorian glitter of Drapers' Hall, but the City of London Festival's latest cornucopia knew how. Ornithologist-composer David Lumsdaine's soundscape greeted us with Australian birds fluttering invisibly around Corinthian gilt. Then it was down to business with the Nash Ensemble's small band of personable generals. They gave us high-toned Grieg and Dvořák, cheerful homespun songs with sophisticated twists by Grainger, Vaughan Williams and Delius to make the austere central portrait of Victoria inwardly smile, and a jungly new Sextet by Brett Dean, core composer of the festival's Antipodean theme.

An unreleased live recording from a much missed conductor provides heartwarming food for the soul, while another podium giant brings musicality to uncompromising Modernism, aided by a phenomenal pianist. Meanwhile, a Hungarian exile in Hollywood takes a break from composing film scores and thinks of home.

While we are far from lacking in top early music ensembles in the UK, there’s no denying that the French have a special affinity for this repertoire. While The Academy of Ancient Music and The Orchestra of the Age of Enlightenment are virtuosic champions of the genre, if we were all stuck in a sinking hot air balloon I’d lose both before sacrificing Les Musiciens du Louvre, Les Talens Lyriques, Le Concert d'Astrée or Les Arts Florissants. So it was with anticipation that I made my way to the Barbican last night to hear the UK debut of Le Cercle de l’Harmonie, the newest French orchestra on the block.

Profound experience of 2010? For me, unquestionably, portions of the great Russian pianist Elisabeth Leonskaja's first-time journey through all the Schubert sonatas at the Verbier Festival. I was lucky to catch three out of nine recitals, and to talk to her about Schubert. I'd have been happy to listen again to any of those extraordinary works - all 19 are loveably idiosyncratic - in London. But this was a strand of unusual radiance I hadn't caught at Verbier embracing, as ever, Schubert's deepest sorrow in a late piece served up as prelude, the meltingly beautiful A-major Sonata D664 and that Olympus of Schubertian difficulty, the Wanderer Fantasy.

There's a parallel, of course, between the way Schubert can subject a simple-seeming phrase to endless, discreetly emotional harmonic tweaks and Leonskaja's unfussy evasion of simple repetition when faced with the same idea. And we do hear both Schubert's variations on the opening unison theme of the D915 Allegretto in C minor and their reiteration an awful lot. A delicious lot, to be precise: Leonskaja follows the great source of so much of her inspiration, her mentor and duo partner Sviatoslav Richter, in observing all repeats (his response to a student who didn't, which she quoted expressively to me in the interview, "You don't love Schubert?", seems as good a response as any to false economy). And quite apart from the expressive differences she makes in the repeats, there are always long-term gains.

Take the glowing A-major song of the D664 Sonata's first movement (that Schubert composed it in his early twenties is a miracle in itself). You may even begin to feel it's creeping back once too often - though you will never lose concentration as a listener when Leonskaja plays - but then comes the benediction in the coda, stilling and sublime: the Lied's arpeggiating accompaniment becomes a chordal blessing. Without that longer span, it wouldn't have half the impact. Nor would the shorter, unrepeated but never emotionally lightweight Andante, shifting subtly into unexpected regions. And Leonskaja's epic-lyric balance then sends the Allegro finale soaring, swooping and waltzing into relatively clear blue skies.

All this held the listeners captive, with barely a shuffle, for the first 40 minutes. There was the same connection between intermezzo and sonata, and between the movements of the sonata, with the audience held rapt by Leonskaja's effortlessly profound musicianship, as we'd witnessed, spellbound, in the Chopin recital of 2009 that first made me realise this was one of the few great pianists left after Richter.

Quite a different cradling of life's sadness comes in the day and night of the Wanderer Fantasy. It's a daunting challenge in any programme, and it did mean a jolt from the more private Schubert which Leonskaja seems to understand better than any living pianist. But she is also a comprehensive stylist, with the weighty orchestral pianism of the Russian school keeping bass lines dauntingly clear among the welter of notes. Not that she hits every single one of them; nor did Schnabel, Cortot, Richter, Gilels or many of the other piano titans. But like them she keeps a magisterial sense of where we're going, and the forceful fugue really did crown the work.

Apt, too, that after this Leonskaja should have chosen to end with a composer impressed by the flashier side of Schubert's early Romanticism - birthday boy Franz Liszt, and a typically eloquent song without words, his "Petrarch Sonnet No 104". But I have to say my heart was still with Schubert in tenderest A-major mode.

• Read theartsdesk Q&A with Elisabeth Leonskaja

Overleaf: Leonskaja plays the finale of Beethoven's "Tempest" Sonata as a concert encore