Andrew Manze's concerts with the BBC Scottish Symphony Orchestra have come to be regarded as special occasions. Their Prom, a thoughtful, haunting examination of the waste and damage of the first world world war, was no exception. Music by three composers killed in action, Rudi Stephan, Frederick Kelly and George Butterworth (German, Australian and English, respectively) was followed by Vaughan Williams's Pastoral Symphony, which is haunted by memories of the Flemish landscape, where Williams served as an ambulance driver with the Royal Army Medical Corps in 1916.

Stephan's Music for Orchestra (1912) and Butterworth's Six Songs from A Shropshire Lad (completed in 1911 and performed here in Phillip Brookes' 2012 orchestration), can be regarded as embodying prewar unease, though the former must also be seen as a self-conscious experiment in extreme chromaticism after the fashion of Zemlinsky or Schrecker. Butterworth's intimate settings of AE Housman's sad, at times homoerotic verse, beautifully sung by Roderick Williams, hint at the impending loss of male lives. The most striking work in the first half, however, was Kelly's Elegy for Strings, In Memoriam Rupert Brooke, a memorial to the war poet, who was among the composer's closest friends. Heartbreaking and exquisite, it left you longing for more of Kelly's work.

The Williams suffered from minor problems. Someone's mobile ruined the start of the second movement. More pertinent, perhaps, was Manze's decision to place his tenor soloist, Allan Clayton, in the organ loft rather than off-stage. This meant that the "distant voice" that stands for an entire lost generation was both too immediate and too loud. Even so, the performance was inspirational, beautifully judged in its subtle gradations of dynamic and mood, and played with near perfect grace and warmth.

• The Proms continue until 13 September. Details: Proms 2014