What was your clearance limit from the previous sector, i.e were you on a STAR which terminates at CHASE? If so the your clearnce limit was CHASE and you would be expected to take up the hold. Despite the controller telling you that it will be vectors for 33, until she actually gave you a heading to fly, then you continue with the clearance already issued to you, i.e to CHASE.
You could have always called the tower after landing and asked to speak to the controller concerned and discuss your thoughts on the matter.
Alternatively you could perhaps visit the tower and see what goes on. Unfortunately despite you not hearing or seeing any other aircraft, doesn't mean the controller isn't busy.
Probably the best way to deal with it would have been to ask "Confirm you wish us to hold at CHASE", a gentle and polite reminder that you are there and reaching your clearance limit.
There is a website that EGBB controllers can be contacted through, you can visit it at:
http://www.egbb.co.uk/cgi-bin/forum/YaBB.cgi
You'll probably be able to get a better answer from an EGBB controller, maybe even the controller concerned.