You seem to be are asking how to escape from VOR/LOC capture and G/S capture without landing? I have done the following in the sim...... It works.
Think you will find that TO/GA is only available below 2000' RA.
In all of those senarios described I agree with Despegue. Keep it simple.
As soon as you are G/S established set the G/A target.
If you need to go around before you are below 2000' RA but FULLY ESTABLISHED, deselect the ILS frequency (back to Auto), then I would suggest V/S to G/A target with heading select! The auto pilot WILL remain engaged, as you are not using TO/GA. By deselecting the ILS you are essentially blinding the aircraft, preventing it doing what you asked it to do,( fly the ILS).
Hope this helps.