Mahler’s remarkable genre hybrid, which inhabits a shadowy realm midway between symphony and song cycle, is not exactly an unknown quantity around these parts. On Wednesday, those virtues were fused with the qualities that have always attended this orchestra’s finest Mahler outings, including robust, richly colored orchestral textures, a vein of bittersweet expressivity and a flexible rhythmic palette. With tenor Simon O’Neill making a sinewy, tireless Symphony debut and Thomas leading the orchestra with well-regulated vigor, this was a “Lied” that won’t be quickly forgotten. The first of the six movements, for instance, with its heroic tenor writing, blaring brass and elusive harmonic language, can sound like a five-minute highlight reel from “Die Walküre” — a legacy of Mahler’s years as one of the great Wagner conductors of his day. The third, “Von der Jugend” (Of Youth), is a close cousin to the rustic dances that pop up in nearly all of Mahler’s symphonies, but now cast in the delicate pentatonic melodies of the Far East instead of the bumptious strains of the Bohemian countryside. [...] it was Cooke who took the performance into the realm of the transcendent, and never more exquisitely than in the massive final movement, “Der Abschied” (The Farewell) — a huge bifurcated setting of two songs that takes as much time as the rest of the work combined. The short first half of the program — a preview of the orchestra’s upcoming East Coast tour — was devoted to a wondrously dark and brooding account of Schubert’s “Unfinished” Symphony, marked by slow tempos and a general air of haunted fervor, as though Tchaikovsky, Mahler and Shostakovich had all given Schubert a little editorial touchup.