Scotland’s queer king has a show of his own at Edinburgh and it’s as wild as any fringe event. Where else will you get explosions, witches and lacy ruffs all on the same bill? Step right up to the Scottish National Portrait Gallery for The World of James VI and I. James has become more box-office friendly lately, because of his passionate friendships with a series of male favourites, including the Duke of Buckingham, as seen on TV. You’ll find portraits of his favourite men here, the lushest by far being Rubens’ 1625 painting of Buckingham, his cheeks flushed, moustache neatly upturned, eyes flashing. There’s an astrological watch, too, in an egg-shaped silver case that James presented to another favourite, the Earl of Somerset.

This exhibition refuses, however, to pin down the exact nature of James’s sexuality, seeing it as just part of his times. When his voyage home from Elsinore Castle with his new bride was hit by storms, he blamed witches. His book Daemonologie incited Scottish witch-hunting and inspired Shakespeare to write Macbeth. The world he lived in was full of invisible magical forces. On view are relics of that universe, including a bezoar, to protect from poison, and the Charmstone of the Stewarts of Ardsheal.

If James was superstitious and hungry for love, his violent childhood may explain it. A wonderfully weird painting shows him as a child praying by the monument of his father, Lord Darnley, murdered in 1567 by the unusual method of blowing up the house where he was staying in Edinburgh. A print portrays the beheading of his mother in 1587.

These are strange events from a time in history that is alien to us, yet the portraits here make us feel close to these people. James’s jester, Tom Derry, is utterly alive in a careworn, sensitive portrait by Marcus Gheeraerts the Younger. As for the king himself, he goes through many changes. The virtual twin of Mary, Queen of Scots in a 1583 double portrait, even more “feminine” in a ruff-heavy painting a few years later, increasingly louche yet roughed up in later portraits. This terrific exhibition brings history to life without battering it into a 21st-century plaything.

An even more remote past is magically, jerkily performed by glass marionettes in Wael Shawky’s Cabaret Crusades III: The Secrets of Karbala. This ravishing film work at Talbot Rice Gallery is already an acknowledged classic of 21st-century art and comes to Edinburgh at a time when war again rages in the lands where, in the 11th and 12th centuries AD, Christians and Muslims fought for Jerusalem. You won’t find glib contemporary parallels in Egyptian artist Shawky’s screen epic. He does everything possible to estrange the Crusades, acted by puppets as if this were a slow, contemplative Thunderbirds.

Cabaret Crusades takes you not just to another time but another way of telling it, in its own words. He refutes the historical nonsense of jihadis treating the Crusades as a living grievance just as much as he recovers an Arab view of a story often told through western sources. This is, in short, a phenomenally serious and complex achievement that is also hypnotically beautiful.

The Middle Eastern past appears again as enigmatic, poetic ruins in Mike Nelson’s photographs of a ruinous Turkish city at Fruitmarket Gallery. They are hung at the bottom of the gallery walls, with bare lightbulbs and low benches, to encourage intimacy with how the artist imagines this lost world. Roland Barthes wrote of his fixation on a 19th-century photograph of the Alhambra: “I want to live there.”

Nelson confesses something similar, then undercuts it with an installation in another part of the gallery representing a now-demolished housing estate: a reconstruction that becomes an impossible, ensnaring labyrinth. As you move through one dingy, derelict claustrophobic room and corridor after another, anxiety mounts. Where is this leading? The Edinburgh Dungeon next door has nothing on this. You can never go back to the past, says Nelson. If you did it would be a nightmare.

In general, art that is ambivalent and poetic has more to say than art that is simplistic and didactic. Unfortunately, there is some of the latter in Edinburgh, too. Siân Davey’s exhibition The Garden at the Stills Gallery takes the opposite of Shawky’s thoughtful approach. Davey and her son created a wildflower garden and invited their friends and neighbours to share this healing space. Good for them. But Davey’s big intensely coloured photos of her garden community, with herself and other people going nude in nature, are pure bathos. To make me believe this flowery paradise is a shelter and hope for the marginalised and oppressed, I would need more than mawkish oversharing. This is flower-power nonsense, half a century too late.

Recovering from that, I turn to Aubrey Levinthal’s nuanced, elusive paintings at the Ingleby. The gallery is well worth seeking out, tucked down a side street in the classical New Town, and in Levinthal it has discovered a major contemporary painter. She depicts her quiet, middle-class family life in Philadelphia, but it is the way she paints it that’s wondrous.

Planes of almost abstract colour turn out to be sofas or laptops. A vase of Hockneyesque flowers seems to emerge from a boy resting on a sofa; the man in her life, in a nice reversal of art’s old hierarchies, is portrayed as a classical bearded beauty, sprawled in a chair, her idealised, brainless muse.

In the most haunting painting here, she studies her son, in a triple image, as he contemplates a glowing iPad screen. It’s a painting for our times.