Setting bankers, Baroness Thatcher, tax-dodging multinationals and Woody Guthrie to music? These days, it could only be a Billy Bragg gig. Reports of Bragg losing his political teeth, based on slightly guarded reviews of his latest album, Tooth & Nail, are on the evidence of last night greatly exaggerated. This is a songwriter who could no more detach his ideology than his right arm, and still play his guitar.  

The Velvet Underground: White Light/White Heat

“Long may it stay a mystery,” said Keith Richards, the first talking head seen in this opening shot of a two-part excursion through blues music. Self-evidently, two hours devoted to this oft-explored subject wasn’t going to leave too many mysteries. Woke Up This Morning did tread new ground though – at least for British television – by recalibrating perceptions of authenticity and motivation.

And so Dylan’s tour of European theatres, opera houses and concert halls ended on Thursday night at the Royal Albert Hall, his first dates here in 46 years. I’ve seen him plenty of times over the past 30 years. This was the best of them. Dylan’s found a way to use his voice again, and his group is so nuanced to its needs, it’s a pure pleasure to hear. Charlie Sexton plays a warm and refined lead, not rock'n'roll at all, and there’s a quiet glow between all the players; it’s as if they’re facing the same way, looking at the same colours.

BBC Radiophonic Workshop: BBC Radiophonic Music / The Radiophonic Workshop

Now in its eighteenth year, the Scottish National Jazz Orchestra (SNJO) demonstrated last night why it's considered one of Europe’s finest big bands. Brilliantly directed by tenor sax player Tommy Smith and featuring the great Brian Kellock on piano, the band performed music from their acclaimed In The Spirit of Duke released earlier this year. The recording not only features some of the greatest music written in the last century but also captures the Ellington Orchestra sound down to the tiniest detail.

Distinguished jazz guitarists Philip Catherine and John Etheridge made (a little bit of) history at The Vortex last night, playing together for the first time. In a perfect balance of youth and experience, the evening also saw the launch of a debut album, Road Story, by the Igor Gehenot Trio (like Catherine, recorded by Brussels-based Igloo Records), with original compositions by the precocious 23 year-old pianist Gehenot. The evening was masterminded by Igloo and The Vortex; both deserve credit for an enterprising and worthwhile venture. 

At first it looked like a joke. But, as each muscle spasm, set off by an electric shock, did appear to produce a pained expression in the performer and a subsequent note, one slowly had to accept that these four string quartet players were indeed being electrocuted into performance. The Wigmore Hall, it wasn’t. Sonica, it certainly was.

Even Joni Mitchell wasn’t spared an affectionate ribbing, as jazz singer Ian Shaw continued his Joni at 70 Tour with a combination of sincerity and satire, both red-raw, in the Elgar Room last night. Stripping pretensions compulsively, Shaw gave an engrossingly witty performance of the work of the great singer once known, we learnt, as “Moany Mitchell” in the young Shaw’s household.

For someone who has built a reputation for limpid, introspective piano playing, last night was a new adventure both for Brad Mehldau and his (mainly) supportive audience. He has covered fellow introvert Nick Drake’s songs, and he is a master of thoughtful, expressive piano. So when we hear he's doing a show that references drum ’n’ bass and 1970s funk in a duo with a drummer with synths and Fender Rhodes, a certain apprehension is in order. It could have been like all those opera singers who suddenly discover jazz and usually make a complete hash of it.