1) You are on a vector, not "cleared for the XXX approach" and the localiser (for the current runway) is approaching. Should you intercept it?
Just as a side note, in the USA (where I have most IFR experience) it is actually illegal for ATC to vector you through the localiser without telling you that you will pass through it.
Happened to me before though, poor old ATCO was completely overloaded. In the end he just through up his hands and said to all of "us"......."look guys you've got to help me out there".....