The marriage of the Chicago Symphony Orchestra, not known as one of the world’s most inhibited, and Bernard Haitink, for whom “dour” might have been coined, is not a likely one. But as their second Prom demonstrated, there’s a good deal to be said for such counter-intuitive appointments.

Shostakovich’s Symphony No 4 in C minor was withdrawn by the composer after a stinging public rebuke in Pravda, drawing attention to its formal inadequacies. In this respect Stalin’s henchmen were on to something: satirical elements are poorly integrated and it is structurally flawed. But Haitink proved that need not rule out a reading both overwhelming and absorbing.

His strategy was to tame the lion, to harness the formidable energy and ferocity of the Chicago players in a tense, controlled account of prodigious foreboding. Thus satire and sentiment, savagery and melancholy were juxtaposed but without undue exaggeration of the registers.

The tamed beast was occasionally let loose: the brass screamed and snarled in the big climax of the first movement but for the most part the emphasis was on tautness and spikiness rather than brute force.

Particularly notable was the coda, with its reprised bassoon theme, delivered with a sombre, ominous edge. The second movement also ends enigmatically with the vaguely sinister tick-tocking replicated in his last symphony, 35 years later.

If Haitink welded all these disparate elements together as impressively as one could ask, he was up against it in the third and last movement, which fails to provide the organic cohesion demanded. But what a gripping emotional experience it was, the deeply ambivalent coda setting its seal on a commanding performance.

Mozart’s Piano Concerto No 24, K491, shares a key signature with the Shostakovich but not a lot else. Again the playing gained from being reined in: the woodwind on best behaviour in the first movement and quite enchanting in the Larghetto. Against this cool, dark backdrop, Murray Perahia spun a pellucid, bell-toned line – sheer perfectio