RACHEL Maclean's choice of colours tell a story. Previously, this (clearly brilliant) artist's films were inspired by childhood and the internet, and she has used pinks and mauves, day-glo and eye-dazzling hues. But for Spite Your Face, her complex, rich and lingering film for the 2017 Scotland + Venice show, the dominant colours are somehow more resonant, and, aptly for Venice, more derived from classical art. On the huge 8m by 5m screen in the shadowed Chiesa de Santa Caterina venue, there is a Marian blue, which is worn by the film's ambiguous Madonna/Fairy figure – like the rest of the film's characters, written and played by Maclean – there is a lustrous but shallow gold, and acres of chilly marble.

These colours are key to the backdrop (also designed by Maclean) of the film's story. It is a rags-to-riches tale of a modified Pinocchio, called Pic, who, armed with a spray-able lie called Truth, becomes a golden demagogue, by way of a toxic shopping spree, aided by the Madonna figure. In a neat but grim touch, every swipe of his credit card mirrors a crash-cut slash to his wrists.

After transforminig into a Trump or Farage-like populist ogre, with an enormous nose, Pic realises he gains sexual pleasure from stroking his tumescent proboscis – he feels virile because of his successful lies. Then, in the film's central and shocking moment, he rapes the Fairy with his nose. She, in return, tears the nose off, and he descends back to squalor, and another city, with medieval skewed and flat perspective compared to the precise Renaissance perspective of the previous world, before the cycle of rags and riches begins again.

The film, 35 minutes long (playing in a constant cycle) and featuring talented voice actors Chiara D'Anna, Jack Holden, Steven McNicoll and Toby Ungleson, as well as Maclean herself, is resonant, complex, and beautifully made. Working on a larger scale and budget than before, the quality and depth of this production suggests Maclean, perhaps like another former Biennale artist, Steve McQueen, is moving towards making full length features.

The show, curated by Alchemy Film and Arts of Hawick in a partnership with the Talbot Rice Gallery and the University of Edinburgh, marks 14 years since Scotland+Venice began staging separate shows from the UK Pavilion. Maclean, not yet in her 30s, has provided one of its strongest iterations yet. It gains strength by not specifically referencing Trump or Brexit, and its detail, like the replicating of the large statue of St Catherine from the church in the movie – will repay repeated viewings. It will be shown by the Talbot Rice Gallery next year, but it deserves to be seen by a wider audience – and that applies to its Venice showing too. The venue for the film is beautiful, but it is outside the usual Biennale traffic. There is no "passing trade" at this northern Canareggio location, so visitors will be coming to the show deliberately and solely, or not at all. Perhaps it will draw such traffic, because it deserves to. It is a thrilling and accomplished piece of work, and one of the surprisingly few in the 2017 Biennale which tackles the world's current political and social turmoil head-on.

The majority of the Biennale's shows are in the tree-lined gardens, the Giardini, and the former shipyards, the Arsenale. There are also dozens of "collateral" events outside those zones. There are literally dozens of shows, and hundreds of artists. It is too much to see in three days (my sojourn in the city), never mind a week: the Biennale runs until November for a reason.

There is also a curated "main theme", which this year is the rather broad-brushed and unsatisfying Viva Arte Viva, curated by Christine Macel, formerly chief curator of the Centre Pompidou, Paris. Of that, more later. In the gardens, the Biennale's nationalistic past is reflected in the UK standing at the top of the gardens like a bricked bouncer between France and Germany. This year the Great Britain show is of work by veteran artist Phylidda Barlow. Barlow's huge, muscular, non-figurative sculptures threaten to choke the space inside the building: there are vast towers, daunting boulders and constructions and suspensions that squeeze you to the walls. The pavilion feels like an over-packed brain. Like her recent show at the Fruitmarket Gallery in Edinburgh, these are multi-coloured, heavy and stolid sculptures of card and concrete and wire. They speak of industry and hard fabrication, imagination and robust thinking. But beyond the bulk of the works themselves, including the big globes outside the show, it is hard to garner more insight. It is like a rich, well made meal that does not quite satisfy.

That lingering sense of disappointment, which hangs like a grey Venetian cloud over much of the Giardini's national pavilion shows, does not apply to nearby Germany. As in previous years, Germany has taken its stolid neo-classical building and conceptually exploded it, this year, to alarming and profound effect. Faust is the name of the show by Anne Imhof, and the first thing you see are glass cages outside, in which Doberman dogs stalk and play. Inside, the floors are see-through and under them are people, who sit still, or dance, or make feedback from guitars, or play with soap. The whole performance of these people lasts five hours. I saw around half an hour, in which the gathering sense of gloom, of institutional anomie, is broken by the performance of a song of glistening beauty. I am told at one point the room full of electrical equipment floods. There is a sense that you are walking on the people under the glass, and that you can see them but they cannot see you. The glassy prison and its inhabitants are rigorously choreographed but it feels both real, disturbing and eerie.

Close by is the Japanese show, which features the art of Takahiro Iwasaki, who studied for his MFA at Edinburgh College of Art. Turned Upside Down, It's a Forest is a finely wrought collection of sculptures inspired by Hiroshima, made from wood and oil and plastic and string, and his floating buildings are doubled, as if they solidify reflections. The title of the show refers to Venice: the countless wooden stakes driven into the lagoon to solidify the land where buildings stand.

There are some curious shows, as always, in the Biennale. Geoffrey Farmer's is essentially a spectacular water show, with a tremendous geyser blasting out of the ground where the Canadian pavilion once stood: it seems to have blown away the building. The France pavilion, by Lionel Bovier and Christian Marclay, has turned itself into a wood-lined working music studio, which is clever and skilled if not very interesting. Mark Bradford's US show of paintings and sculpture is replete with inchoate, smeared colours and textures. There is complexity and chaos and tangle – in one room with a cupola, a sculpture of rope seems to have infested it like a cancer.

In the main Biennale show, Olaf Eliasson has injected some much needed energy with his Green Light workshop, where refugees and migrants work communally to make elegant green illuminations. There is a sense of optimism, spark and energy in the central room of the colossal building, largely hard to find elsewhere, laudable although much of the art is.

In the exhaustingly large Arsenale show – essentially room after room of contemporary art shows linked by this year's rather watery "art for arts sake" theme – the Glasgow artist Karla Black has a lovely new work, Presumption Prevails, made from plaster powder, paper and paint. Crumpled and torn papers rise to the high ceiling like large winged birds or, perhaps, ghosts, while a large sheet, with a cotton wool interior, hangs down like a revenant. Just along from Black's work, there is the Ireland show, a dense and haunting work called Tremble Tremble by Jesse Jones (curated by the Talbot Rice's new director Tessa Giblin) which tackles feminism and the state, the body and the law in striking film and sculptures.

Also very much of the body is the Wales show, Music For The Gift by James Richards and curated by Chapter in Cardiff, which will be coming to Scotland in 2019. The central work of the show, at the Santa Maria Ausiliatrice, is a film called What Weakens the Flesh is the Flesh Itself, which takes as a starting point the private archive of Albrecht Becker, a designer and act imprisoned by the Nazis for being a homosexual. His self portraits, which show his obsession with body modification and tattoos, are the starting point for a film revolving around the male body, self portraits and mirror images. Archival film is spliced and diced and tampered with, and is shown with a resonant soundtrack. Richards is also presenting a long and fascinating sound piece, but this writer had to dash away after ten minutes to see something else. In Venice, you always need more time.

The Venice Biennale runs until November 26.