NYCP’s February program explores devotion, longing, and fierce imagination. Beethoven’s Große Fuge opens with uncompromising intensity, followed by the world premiere of Cashel Day-Lewis’s Wishful Thinking and Elgar’s tender Salut d’Amour, featuring violinist Laurel Gagnon. The program concludes with Beethoven’s Piano Concerto No. 2, his earliest completed piano concerto despite its opus number, performed by pianist Anne-Marie McDermott.