“Denmark is not all Lego and pastries!” quipped Nikolaj Znaider to the Albert Hall audience. Indeed not. It is the land of Carl Nielsen, whose 150th birthday was celebrated in a packed Prom given by the Danish National Symphony Orchestra that included overture, symphony and choral works. Brahms was the interloper at the party here, but his Violin Concerto was given an aristocratic performance by the Danish-Israeli Znaider, as princely as Hamlet. Great Danes all, but presiding over everything was an Italian – Fabio Luisi, the orchestra’s Principal Conductor Designate, who took to Nielsen like a mermaid to Copenhagen’s waters.

The Helios Overture, composed during an extended stay in Greece in 1903, depicts the sun god riding his chariot across an azure sky. The DNSO horns were cruelly exposed during the overture’s first light, but warmed up to glow as the sun reached its zenith. Luisi doesn’t take up his new appointment until the 2017-18 season, but already looks to have forged an excellent relationship with the orchestra. He offers energy aplenty, but with a precise beat and careful cueing.

We have to wait until next Tuesday for Nielsen's Violin Concerto, which Znaider performed on his Proms debut in 2002 (with the same orchestra). Instead, he performed Brahms’ magisterial Violin Concerto in D major, a performance which blazed with fierce intensity. The Albert Hall can be a harsh place for violinists, whose sound can get swallowed up all too easily. Not so Znaider, whose burnished tone projected with ease. His approach to Brahms is muscular, with tempestuous double-stopping, yet able to charm with silky phrasing and judicious amounts of portamento. This was golden age playing, heightened by the inclusion of Jascha Heifetz’s fiendish cadenza, of which Znaider made light work.

Luisi ensured that the orchestra didn’t play a backseat role in this drama. The Danish NSO’s woodwind team is especially fine, Eva Steinaa’s creamy oboe solo stealing the honours in the luscious Adagio. The strings lacked a little weight in the ‘Gypsy’ finale, more lyric grace than Znaider’s stamping Hungarian fire, but not without warmth.

Rarities on the programme included the wonderful Hymnus amoris, a 20+ minute cantata to a text by Axel Olrik (translated into Latin) which is a paean to love in its many forms. The massed chorus comprised the Danish National Concert Choir, the Danish National Vocal Ensemble and – closer to home – the impeccable Boy and Girl Choristers of Winchester Cathedral. When Nielsen embraces life and love so open-heartedly, his music is full of infectious spirit. Opening with spring-like woodwind chattering, trumpet alarm calls and children’s choir declaring “Love gives me life”, here was Nielsen at his joyous best, as when the children’s choir of Angels was later announced by glittering triangle and glockenspiel. The work calls for two soloists; David Danholt’s tenor was a touch pinched, but Anna Lucia Richter, in a flowing angelic white gown, impressed with a beautiful lyric soprano. In a long programme, the three a cappella Motets might have provided unnecessary padding, perfect material, perhaps, for a late night Prom, but containing some rich polyphony.

Luisi offered plenty of vigour on the podium, an energy which worked especially well in a bracing performance of Nielsen’s Symphony no. 2 which closed the evening. Based on a comic painting depicting The Four Temperaments, it’s a work of many moods, from the boisterous to the melancholic. Double basses dug into the gutsy opening jabs and Luisi whipped up an exciting first movement stretta. There was plenty of weighty string sound (more than in the Brahms) in the wonderful depiction of lethargy and torpor in the third movemet, while Luisi set an exuberant tempo for the good-humoured finale. That enthusiasm bubbled over into the encore, the perky “Dance of the Cockerels” from Maskarade.