why would you get a GPWS warning while over 3000 feet and climbing?
They were climbing TO 3000 feet, they may have been at 10 feet when they got the warning, it doesn't say.
What ever was going on, noone was flying an ILS as there is no such approach available.
I agree with ferris, this does raise questions about following standard proceedures when there seem to be strong contra-indications. There is absolutely no terrain above 1000 feet when turning right off either final and this should be painfully obviouse to the crew. Also under radar vectors, you would expect protection. On the flip side, there have been numerous major accidents caused by hessitation in following GPWS warnings for these very reasons. I guess the ground is much bigger and easier to hit than another aircraft.
Of course we won't know the full detail for a while, and I will be interested to see if anything else comes out - it doesn't quite add up yet.