An ever-helpful airshow runs on a loop on my seat’s in-flight entertainment system as we fly high above the steppe towards Astana. A tiny Air Astana airplane flies above a map of the world painted in greens, blues and tans, whilst a ticker-tape message informs me of how many knots we are clocking, how many kilometres of air separate us from the frozen grassland below and, crucially, the air temperature.

We begin our descent over Karaganda, whose power station is busy creating a new cloud system suspended 150 meters above the ground. As our nose points down, the temperature reading remains firmly anchored at -50C. I follow the succession of numbers until we hit the ground and the system is switched off. Before flickering off, I catch a last glimpse: at midday, the temperature is -25C.

As I zip up my outer jacket, last of 4 levels of clothing starting with a base layer and including stuff I’d normally wear on an Alpine trek, I ask myself who’s more stupid, the man who out of the blue decided to turn the sleepy town of Akmola – Kazakh for “white grave”, previously dumping ground of deportees – into Astana, the capital, or me.

Undoubtedly, the moron is me, for while I’m here without a hat, the other chap actually built the collection of outlandish buildings sprouting from all sides in Nurzhol boulevard, a series of spires and pinnacles gleaming in the cold air, a Sheikh Al Zayed road that has left its thermostat 60C lower than usual.

Snow becomes powder. Stiffened by the cold, each snowflake seems to turn inwards, becoming grain of a powder that squeaks like polished marble as I walk on it. Above my head the sky is endless, a crisp blue where the only clouds are the frozen puffs of smoke coming out of chimneys and smokestacks. The sun shines and so does the snow and every mirror or pane of glass, but it feels as if they are only there for decorative purposes, for there’s no warmth. And all this reflection doesn’t make a bit of a difference when the wind starts to blow.

President Nursultan Nazarbayev, so far the only one in the history of this young country, is the mastermind of this place. Opinions about him differ to extents that would make Marmite seem cherished by anyone and everyone. To some, he’s the saviour of this nation, the guarantor of its economic prowess and stability. To others, he is an autocrat, building a personality cult similar to Stalin’s. Whatever you make of him, it is beyond doubt that the act of moving your capital from the welcoming, verdant Tien Shan foothills to the steppe requires vision. And a lot of stubbornness.

Thirty minutes outside is my limit. Like an apnoea diver, I time my excursions in the open, retreating often in the nearest garish building of this city borne out of nowhere. A flamboyant Kazakh restaurant, where I order beşbarmaq, the national dish made of noodles, horse and mutton meat and where Armenian cognac is sold by the bottle. A 150-meters tall semi-transparent tent, a nod to this nation’s nomad past, where a shopping mall and aqua park bask in 27C, a 55C temperature excursion from outside. Then my last stop is the Bayterek.

Traffic diligently stops at the crossing to let me get closer to this stylised poplar tree, a 100-meters tall embodiment of an ancient folktale. On the side, a sculpture of life-size Cyrillic letters celebrates something with exclamation marks and a dustman gives me the look that those who work outside reserve to sods who have the choice to spend the day snug indoors but, instead, decide to step out in the freezer.

A golden sphere sits perched atop the white metalwork of Bayterek. Inside, the setting sun is enhanced by the colouring of the glass panes, basking the visitors in a mythical aura. Men and women, old and young, mill around, watching their city – the Soviet buildings to the north, the boulevard below them, the new buildings stretching towards the steppe. They look solemn as they take in the degree of change their country is going through, and mischievous when they reach for the golden cast of the President’s hand on the upper podium.

I notice the newlyweds as I watch a girl, evidently bored by all this. They are dressed in their ceremonial best and it’s quite clear that they aren’t used to it. He seems ready to choke in his starched collar and wears his synthetic suit with almost physical pain, as if it was an iron maiden. She’s always ready to fall into her own train, which she drags with the same enthusiasm of a sailor laden with a bunch of wet nets. They amble around, clearly under the spell of their best man and woman – elegant, dapper, confident in their business attires – following sheepishly their commands, as the photographer does. Eventually they reach Nazarbayev’s golden hand cast, and everyone else falls back. It’s their moment. She puts her tiny hand into the cavity, and he puts his on top of his bride; they look in the camera and all the embarrassment is gone. They look determined, quietly hopeful, certain of their future here in the capital of the steppe.

The next day I begin my return to London. Three flights and half a day later I’m standing in the vestibule of a Tube train, sweating in a T-shirt whilst everyone else dons an anorak. It’s raining and everything looks and smells of mud, soggy leaves and wet wool. I close my eyes as we bob along the tracks, thinking at the Kazakhs squinting into the setting sun, the wind blowing snow dust in silent whirlpools in a sky that’s slowly turning ochre and lapis lazuli.

I’d much rather be there.