Haydn wrote many settings of the mass, but his last six settings were annual compositions for the Princess of Esterhazy’s name day.
In 1798, the Prince disbanded the windband in Haydn’s orchestra as they cost too much, so Haydn wrote this with strings, brass, timpani, and then and organ replacing the usual woodwind.
It was a great time for Haydn who completed The Creation earlier that year, but in Europe Napoleon had won four major battles with Austria in less than a year.
Nelson had defeated Napoleon at The Battle of the Nile during the summer of 1798, and it is likely that the news reached the Esterhazys, and so the Nelson Mass name was given to it as a nickname. This then stuck when Nelson visited the Esterhazys in 1800.
The real title of Nelson Mass is ‘Missa in angustiis’ – mass in time of STRESS – listed out for a lot of diminished 7th business going on! However, if it was stressful throughout, you’d soon tire of it and it would lose its impact, so Haydn (who was greatly loved and had an excellent sense of humour, as well as a pet African Grey Parrot) balances the stress with more joyous, playful music – this can be seen in the opening Kyrie.