Our practice has been to write "Delius's 'On Hearing the First Cuckoo in Spring'" (quotation marks for a name applied to an individual work), "Liszt's Piano Sonata" (capital letters for an individual work lacking a particular name but identified by its description - such as the composer might write on its title page) and "Liszt's piano sonata" (small letters, used when we are not so much concerned with the individuality of the work, perhaps in a context where we are comparing and contrasting a number of different piano sonatas).
[...]
Our conclusion of course is that pending further clarification it will be best if we persist with our current practice.
The standard practice in English would be to use italics (but no quotation marks) for the Delius, capital initials (but no italics) for the Liszt, and, as you say, normal script for a non-specific reference to a piano sonata or sonatas. (The set of a composer's works in a given genre is probably a borderline case: 'Beethoven's piano sonatas (all 32 of them)' or 'Beethoven's Piano Sonatas'?) As ...trj... says, single songs, opera arias and other named movements get quotation marks but no italics - the same as for short stories and chapters of books (except of course for books of the Bible, which as I'm sure Mr Grew knows are only ever capitalised, nothing more.)
I don't know enough about the subtleties of German conventions over the years to comment on your example, but Schoenberg's
Five Orchestral Pieces are a borderline case - I would italicise their title, regarding it as a title rather than simply a genre indication. One rationale for that might be that although 'Orchestral Piece' for Schoenberg and his pupils became a genre indication analogous to 'Symphony' or 'Piano Sonata', it could not be used unambiguously in a sentence of the type quoted above ('comparing and contrasting a number of different piano sonatas'), since 'Schoenberg's orchestral pieces' would seem to refer to more than just the pieces thus titled.
I think there's something in ...trj...'s contention that apparently genre-marking titles that don't get translated ought to be considered italicisable titles, but I don't think that takes us the whole way: it would be unusual but is not unheard of to refer to Stockhausen's
Piano Piece V, and I would still italicise it if I were translating it, for the reasons given in the previous paragraph.
ros: Don't get your 'lo(a)th' question, I'm afraid. 'Wont' I pronounce the same as 'won't', both as a noun ('It was his wont') and as an adjective ('He was wont to ...').