ATC clearance for approach means you are cleared for the whole thing as published. Not only all the way down to the runway but also up all the way up to the missed approach altitude. The R/T failure case is a great teaching tool to clarify the responsibilities. Observing any lateral and vertical limitations that form the procedure remains vital. Obviously, ATC's approval does not remove the pilots' responsibility here.
Real-life might bring few scenarios that are not perfectly clear, asking for verification is good airmanship (doing the homework and not asking all the time too). Already mentioned is the classical case of being vectored off the published track, higher than the published intermediate altitude, followed with: "Turn left HDG 220, intercept the localizer. Cleared for ILS approach RWY 18."
Asking your self "Which altitude profile does the ATC have in mind for this?" is very prudent. Belt and braces avoid paperwork. That is why in the UK such clearances are not issued at all and an alternative way of explaining more clearly what the controller needs is provided.
Barankin The emergence of different phraseology to remove ambiguity for this particular scenario proves the baseline Annex 10 standard is not sufficient. Whenever you are given such instruction I would at least inform the ATC
before leaving the last cleared level unless it's with the glideslope.
The answer to your dilemma is (also) in the first sentence of this post. Not the ICAO you asked, but what you need.
Annexes are technical specifications, not schoolbooks although PANS-OPS Doc 8168 has some nice recipes. This is a good analogy: You are looking for a recipe on how to fly it, whereas ICAO standards only provide the shopping list and cooking duration with target temperatures. You are looking at the wrong place.
Your reply to Stuka Child at #14 suggest perhaps the advice from him was not well understood, yet he's perfectly right exactly in the part you quoted. Maybe something got lost in the translation?