A few facts gathered through FR24 just to better understand what happened while waiting for an official report, so we can possibly discuss and keep learning.
UK944 holds for approximately 15 minutes before starting the approach for RWY 29. The approach starts at 11:30 Z.
METAR VIDP 151130Z 07009KT 2800 BR SCT030 FEW040CB OVC080 24/24 Q0999 TEMPO 28020G30KT 1500 TSRA=
The aircraft goes around at 11:50Z at approx 1500 ft, so approx 700 ft AAL or so, most likely due to tailwind. We don't know if the decision was taken according to a TWR wind check or the wind they read on the ND.
The crew starts immediately a diversion to VILK, at 11:55Z.
METAR VILK 151130Z 05004KT 4000 HZ SCT020 FEW030CB BKN100 34/26 Q0996 NOSIG=
Pretty decent weather. The routing is quite a bit of "zig zag", most likely because weather enroute, which may result in burning more than the planned alternate fuel. The crew reaches VILK and starts holding overhead at 12:45Z.
METAR VILK 151230Z 05004KT 3500 HZ SCT020 FEW030CB BKN100 33/26 Q0997 TEMPO 1500 RA TSRA=
It is likely they caught the heavy rain of the upcoming TS.
They immediately start a further diversion, but just 5 minutes later head back to VILK and land at 13:17 UTC.