Brahms’ Third Piano Sonata in F Minor, Op. 5 could best be described as knotty or, perhaps, gnarly. Still at the outset of his career, it marks his farewell to the keyboard sonata and is a book-end to most of the remainder of the works on this CD, his exquisite late miniatures, some full-blooded and agitated but mostly intimate.

In five, instead of the usual four movements, the Third Sonata has never quite entered the mainstream repertoire. In the opening movement, Freire (who first recorded it exactly 50 years ago) displays heroic defiance in the leaps...