Bitter cold at the motorway service station at Annandale on the third of January. Early dark, the southward passage of what seemed great crowds of the lost. A sense of thousands of people drifting from holidays of mild disappointment to flats in the northern English cities, to rooms unheated for ten days. Necessities of work, of work away from home.

Multiple rail failures the next day, a day of snowed-over goods yards and frozen Midland canals. A young Scots engineer has been told by the railway staff to go back to Birmingham and there ‘try his luck’ with getting the little Chiltern suburban line into London. He said, once we were safe in a shared taxi on the M40, ‘You couldnae write it, you just couldnae write it.’

Then on to midwinter Castile, where an unaccustomed turn of the weather of Europe had sent hail showers scouring around the carved obelisks on the roofline of the College of the Noble Irish of Salamanca. And, for a week, Spain took on an unaccustomed, almost dream-like aspect as the winter weather deepened. I had taken a turn into the Irish College in the course of a gentle walk around Salamanca with a clerical friend. The alternative name for the college is that of its founder Archbishop Fonseca – literally dry spring of water, one of those Spanish names evoking waters-run-dry, which express the usual climate of Castile.

My friend was telling me a wonder-story, at one with the strangeness of the day. He had gone once in late summer into a remote hill-town in the Garfagnana, to the north of Lucca, to reconsecrate a recently repaired chapel of the Alpini – the mountain regiment of the Italian army. The dedication of the chapel was to Our Lady of the Snows. During the night before the consecration, snow fell around the chapel, but only around the chapel. The rest of the high valley was still tawny with the accumulated heat of the summer.

When I set out for Madrid the next day, the first flurry of snow passed us at Avila, after an hour and more spent crossing the empty plain. It began to snow steadily after I met my cousin at our hotel in that old part of the city centre called el Madrid de las Austrias, Habsburg Madrid. She had just come up from the south on the express train, moving – in a couple of hours – from the indifferent mildness of January in Andalucia to this once-in-a-generation deep winter in Madrid.

The snow in the streets reconfigured our visit to the Prado, as we lingered in front of snow pictures, suddenly noticeable; suddenly given a new context. They were all pictures of wintry Flanders, many of them records of Spanish advances and retreats in the endless wars of the sixteenth and seventeenth centuries. Words formed on my lips for the first time in twenty years – Olanda, Flandres, Amberes – syllables long unfamiliar in the mouth. This led us to talk of Quevedo’s epitaph for the Duke of Osuna, a Baroque grandee who ran away from protective custody in Castile to join the army in Flanders as a private soldier. Osuna went on to become Viceroy of Naples, and ended his career in a fall from power baroque in its absolute finality. Quevedo’s lines are elusive, disquieting:

‘The fields of Flanders are his monument / And for his epitaph the bloodshot moon.’

They are as haunting as the song from the other side of same long war, first sung to me by my friend Adriaan on a January evening in Leiden twenty years ago. Those words express the desperate courage of the beleaguered Dutch Republic, set to a desolate, faltering tune; a minor-key ballad to be sung at nightfall in cold, brick-paved streets within the star-shaped fortifications:

‘Bergen op Zoom, remain faithful / withstand the Spanish hordes / Keep faithfully / the moat and rampart of the Land.’

And when we came out from the gallery, gentle, prodigious, unaccustomed snow had fallen and was falling in the Paseo del Prado. Neoclassical buildings, urns, gilded railings were all transformed into a place of the imagination by the snowfall. Flakes of snow were drifting down onto the marble waves of the Fountain of the Emperor.

The next day we went up to the old-fashioned shop behind the National Library where Alvarez Gomez are still making the cologne which our grandfather used – citrus with a background scent of thyme and lavender, like the low-growing herbs of hot, stony soil. On the other side of the street, the Museum of Antiquities was guarded by great bronze sphinxes, their upswept wings feathered with snow. Inside, the galleries were empty and we were alone with the extraordinary votive crowns, offerings of the Visigothic kings, found by chance in their hiding place at Gurrazar.

At nightfall that day, looking up the great avenue from the windows of the Thyssen-Bornemisza Museum into the blue dusk – art nouveau streetlights and the snow settling thicker over the traffic and the palm trees – there came a moment of piercing melancholy: as if that one sight encompassed all the evening cities of the nineteenth century. And we went on in the dark and under the snow to dinner in the Plaza Santa Ana, with the whole city drifting into an imaginary north, a Petersburg that never was. It was a fabled north, but the food in the dark-panelled bars and the soft movement of the evening crowds and their courtesy were entirely of the familiar south.

For those three days, the city became a wonderful elsewhere. It was a place where I felt bizarrely and completely at home, as the son of a father born up beyond Bankfoot where Perthshire rises to the bare moorland around Loch Tay, and a mother born in the Alameda of Cadiz, in sight of the Mediterranean, shifting and glimmering beyond the pleached trees and the balustrades. The lifelong question of life and the arts in northern Europe – the long project of the creation of the south in the north – had resolved itself in this wonderful transient paradox, this persistent, transforming, silencing snow.