Up on high, hands thumping in unison, the tympanist attacked his kettledrums with a series of emphatic blows, as if bent on bursting their very membranes. The bass drum, at his side, joined in for the final, pulverising thuds. A split second, then the capacity audience erupted in cheers. So ended Shostakovich’s Symphony No 5 (1937), performed by the Bavarian Radio Symphony Orchestra in the first of two Proms. Never has that gaudy, major key finale, supposedly a sop to Soviet officials, seemed more menacing or subversive: a sonic wrecking ball to reduce the Stalinist threat, in the composer’s brave imagination anyway, to rubble.

You may think high summer is the time musicians head for the hills. The week could scarcely have been busier, or richer in reward and contrast. This overwhelming performance, conducted by Yannick Nézet-Séguin – why use a baton when you can employ your entire agile body? – demonstrated more clearly than ever that Shostakovich, walking a political tightrope, pandered to no one. The Fifth Symphony ambiguous? No way. His message, a year after Pravda’s attacks on his opera Lady Macbeth of Mtsensk, after friends and family were arrested, shot or disappeared, could hardly be clearer. This Prom (15) was a change of programme. We were supposed to hear Shostakovich’s 10th, conducted by Mariss Jansons, absent for health reasons. That would have been a season highlight, but so too was this.

The Canadian Nézet-Séguin, now music director of the Metropolitan Opera, New York, clearly has a glorious rapport with this orchestra, one of the world’s best. The Shostakovich was a challenge to stamina, volume, scale and, especially in the sorrowful, expansive slow movement, poetic variety. In Beethoven’s Symphony No 2 (1801), the orchestra’s technical virtuosity, its swift response to shifts in light and shade, its fine-tuned articulation, its dexterity in the fastest, busiest passages, all revealed an ensemble capable of the highest level of finesse and musical intelligence. Their wistful encore, Dawn on the Moscow River from Mussorgsky’s Khovanshchina, paid homage to Shostakovich by using his own arrangement.

Excitement about the arrival of the Bavarian Radio Symphony Orchestra at the Proms was tempered with regret that its wizardly chief conductor, Mariss Jansons, had withdrawn from both concerts because of illness. In came Yannick Nézet-Séguin, the music director of the Philadelphia Orchestra and the Metropolitan Opera in New York, and a different Shostakovich symphony — the Fifth, the most popular of the canon, instead of the Tenth, a Jansons favourite.

Were we short-changed? Much of what we heard in the first half, Jansons’s slightly offbeat choice of Beethoven’s Symphony No 2, was a reminder of what their gaffer has moulded the Bavarians into: a group of soloists who don’t just seem to listen to each other, but to breathe with each other too. Largely opting for slow tempos, Nézet-Séguin clearly enjoyed bathing in the studied beauty, playing with dark and light colours in the skittish first movement or drawing out the mellow burble of the winds in the elaborate larghetto.

There was plenty of polish, but Nézet-Séguin didn’t get totally under the skin of an oddly discursive piece of music, one that a contemporary critic called (not entirely unfairly) “a wounded dragon that refuses to die”. This dragon was on good behaviour, but didn’t breathe fire.

The spine-chilling Shostakovich, on the other hand, was a different story. I’ve heard more driven renditions of the Fifth, but none more poignant. Much of this again came down to the clarity of the playing, the winds once more providing the linking threads: providers of consolation, balm and, sometimes, frozen terror. They included the sweetest of piccolos, an instrument that often sounds less like music and more like a broken smoke alarm. A word, too, for the concertmaster, who produced some miraculous pianissimos.

What might have been a perilously stretched-out Largo flowed organically from phrase to phrase, each shockingly vivid, the poleaxing emotional heart of the piece. There are many ways to hammer home the hollowness of this symphony’s climax; Nézet-Séguin opted for a sudden, brutal “back to business” leadenness, as if the composer were reluctantly resurfacing from his dreamlike visions to face his demons and forcing us to stare at them too. Tremendous.