There is no limitation in the AFM or FCOM which states that you can't go-around whith AP engaged. With AP engaged and GO RND mode both in pitch and lateral modes the rudder controll system will remain in parallel mode to provide engine out copensation if required, until GO RND mode is disengaged. If an engine has failed, the AP will disconect and parallel rudder will be lost lost if a new roll mode (e.g. HDG SEL), or a new pitch mode (e.g. IAS) is selected. Also with one engine FD in GO RND/GO RND mode and AP off, it is not possible to engage the autopilot. Another pitch mode has to be selected first.
Regards