Winterreise, Wigmore Hall, London<br />RPO/Daniel, Cadogan Hall, London<br/>Macbeth, Queen Elizabeth Hall. London

When the 30-year-old Franz Schubert wrote his song-cycle Winterreise in 1827 he was already seriously ill with the syphilis that killed him a year later. Given his extraordinary empathy with the texts he set, it's hardly surprising that this narrative of a rejected lover who wanders around on an aimless winter's journey, suffering a steadily rising degree of alienation, should draw from him such desperately heartfelt music. Winterreise is the icy pinnacle of Schubert's career as a song composer, an enormous challenge not just for performers but for audiences too, because it can be almost too painful to bear.

It was so at the Wigmore Hall last weekend, when Alice Coote launched herself at it with operatic intensity. She is always a resourceful and committed actor, and even in this purely concert environment her body language – crooked and broken in spirit – joined with her voice to imply a borderline relationship with sanity. She also drew her performing circle wide enough to force her audience to become complicit as onlookers, hostile witnesses, even potential assailants. Her voice is an instrument revealed at its most characteristic in situations that outline some deep internal conflict, lived with passionate engagement.

Winterreise, which was conceived for the male voice, and is almost always still sung by men, nevertheless fits her perfectly, and she unquestionably makes it her own. With every consonant of the text clearly and meaningfully sounded, and a range of tone taking in not only shades of nostalgia and melancholy but also harsh and aggressive sounds, torn from some bitter and hateful place deep inside, she delivered a remarkable interpretation. This was aided at every turn by her pianist, Julius Drake, who maintained momentum by leaving only the tiniest gaps between the 24 songs, pressing ever onwards into the encroaching darkness.

It was something of a relief to turn to the Cadogan Hall concert by the Royal Philharmonic Orchestra under Paul Daniel, which included a rare outing for Gerald Finzi's 1955 Cello Concerto. It turned out to be a disappointing piece, even given the determined advocacy of soloist Robert Cohen. Finzi composed some marvellous songs, but the view that his talent was essentially that of a miniaturist is usually confirmed when one of his larger pieces shows up. With a big structure to handle, his sense of direction goes to pieces.

The two masterpieces in the programme – Vaughan Williams's Tallis Fantasia and Fifth Symphony – would have struck home with greater resonance given a more interventionist approach than Daniel mustered on this occasion. There were too many moments of sketchy ensemble. But players and conductor got their act together for the piercing fervour of the slow movement of the Fifth and especially for its transcendent finale, which finally reached the level of spiritual exaltation Vaughan Williams was aiming at.

Chelsea Opera Group's offerings usually summon up some long-lost cousin of the operatic repertoire, often a piece that once led a prosperous existence but has now fallen on hard times. Verdi's Macbeth doesn't fit that category – it's the best of his early works and regularly staged. But COG's unique selling point in its Queen Elizabeth Hall concert performance was that it was performing the first version of the piece, written in 1847, rather than the 1865 revision.

Verdi being Verdi, the result is worth hearing, even if it's hard to disagree with his own assessment that parts of the original needed replacing because they were "weak, or lacking in character, which is even worse".

In any case Chelsea came up trumps with its cast, with Olafur Sigurdarson throwing an endless supply of burnished tone at the baritone title role, Andrew Rees delivering the tenorial goods in an utterly bereft account of Macduff's aria, and a noble Banquo in the shape of Paolo Pecchioli.

Best of all were Nelly Miricioiu, who as Lady Macbeth found dramatic meaning in every note she sang, giving a considerable performance even amid the usual concert hall debris of music stands and bottled water, and Brad Cohen, who conducted the doom-laden score as if the Apocalypse were in the offing.

Anna Picard is away