There’s just something about an opera orchestra when it’s let out of the pit. The Royal Danish Orchestra is more than that, of course – it makes much of its six centuries of history, and since its past members included John Dowland, Heinrich Schütz and Carl Nielsen, why wouldn’t it?

It was a sad coincidence that this Monday Platform “showcasing talented young artists” took place only weeks after the death in a road accident of Roderick Lakin, Director of Arts for 31 years at the Royal Over-Seas League which was last night's backer. For no concert could have been more sensitively tuned to a personal farewell. Overt melancholy only surfaced in the slow-movement theme of Brahms’s Second Piano Trio. But wouldn’t you want Dowland, Bach and Schubert at your memorial concert?

Later this week David Skinner’s Alamire ensemble will collect the Early Music Gramophone Award for The Spy’s Choirbook, but last night it was the group’s follow-up album that was in the spotlight (or rather the candlelight) in a performance at the Globe’s Sam Wanamaker Playhouse. Anne Boleyn’s Songbook is the central panel of a planned trilogy of releases, with a story every bit as compelling as its predecessor.

It was, admitted the Lammermuir Festival’s co-artistic director James Waters, ‘a bit of an experiment’. And trying to recreate the fertile atmosphere – intellectual, musical and culinary – of a Leipzig coffee house from the 1730s, complete with Bach, coffee and cake, could so easily have become just an excuse to expand the waistline in the name of art. Or worse, a tempting tasty marketing ploy to bring in reluctant new audience members. In the end, though, through music, discussion, informal chit-chat and, yes, very fine baking, it was a bit of a quiet revelation.

“A rich and eclectic sequence of works” was the promise made in this evening’s concert programme. It certainly was that, with the Last Night festivities taking in new and old, well-known and obscure, plus a handful of celebrity soloists for good measure. The audience was predictably ebullient, generating the kind of atmosphere you only get at the Last Night of the Proms.

And so it ends – with angels and archangels and “heart-subduing melody”. The Proms might not officially finish till tomorrow night, but this penultimate concert is always the true close of the season, and what better or more fitting an ending – especially on this most poignant anniversary – than Elgar’s The Dream of Gerontius.

Every Proms season needs a late-romantic rarity to envelop its audience in a bewitching spider-web of sound. This year’s candidate was of more than passing interest, the incandescent Second Symphony of Franz Schmidt, scion of the Austrian Empire – born in what is now Bratislava, three-quarters Hungarian, an embattled cellist in the Vienna Philharmonic during Mahler’s tenure. The orchestra now wants to do him proud again, thanks to the very centred championship of Semyon Bychkov. And Schmidt’s music has the virtue of not being over-familiar to the Viennese players, unlike Brahms’s.

Queen Margrethe II of Denmark attended Nielsen’s 150^th birthday concert earlier this year in Copenhagen’s glorious new concert hall. Her grandparents were there at the premiere of Nielsen’s blithest work, his cantata Springtime in Funen on 1921. Our own dear Queen has never shown such interest in music, but all the same last night's Prom celebrated the day on which she became our country’s longest reigning monarch with Gordon Jacob’s fanfare-laden arrangement of the National Anthem.

Russian classics evening at the Proms? It could be what Alexandra Coghlan, writing about Prom 69, described as “another night at the musical office”. But given the masters in charge of two masterpieces fusing storytelling with symphonic sweep and one deservedly popular standard, there was no chance of that. Nikolai Lugansky is the only pianist I’d go out of my way to hear live in Rachmaninov’s Second Concerto, and while Yuri Temirkanov’s programmes with the St Petersburg Philharmonic have been pickled in aspic for years, their music-making together certainly hasn’t.

She is habitually called “the violin star” but this was Nicola Benedetti in the role of dedicated chamber music player, thoroughly prepared and hard at work. Any expectations that she might play in a flamboyant or limelight-seeking way proved completely misguided.