In every airport, for any approach (not talking about side step) you will fly the published missed apporach unless the atc gives you a diferent instruction... It happened once to me that I was making an ILS approach for a given runway and then was souposed to cirlce to the oposite runway, when we started to circle the atc said " In case of go around, fly heading 180 and climb 3000..." Of course, the atc would have expected us to make a missed approach for the original approach, that's why he made sure we wouldn't by giving us a diferent instruction...
If for some reason it's unsafe to do so in heathrow (when side steping), it's expectable that all controlers are told to give such instructions in time... I think that if your books say that you would expect all pilots to fly the original missed approach, then, that should be the correct proc. If making the missed approach for the runway you'r steping to was the correct and standard procedure, which applyed to every airport, then the atc controllers at heathrow wouldn't be instructed to promptly give go around instructions to "side steping" aircraft...
What do you think??