25L ILS Missed Approach Procedure: Is this the one you're referring to?
There is NO requirement to maintain 4000'. 5000' is the Level to set.
Climb STRAIGHT AHEAD until passing FW Lctr and 4000', then turn LEFT to CHA VOR climbing to 5000'
Meaning....No turns below 4000' and no turns before FW Lctr.
In most jets, you will probably be level at 5000' before reaching FW Lctr.