Agree with both the above answers, stay on the assigned heading as we are expecting you to and the confliction that needed the heading in the first place may still not be resolved.
My guess would be NEDUL too V-L as I know we occasionally have this problem, FYI Afterglow, if it is NEDUL, Solent and us occasionally agree heading transfers to separate the inbounds and outbounds with radar rather then the restrictive use of procedural levels. I wouldn't ever tell you that this has been agreed so you would never know as to why the heading was needed so by staying on it and trying to get in on the RTF is definately the safest solution.