It's just very poor RT phraseology on the part of the controller.
The standard phrases to be used when vectoring are found in the UK Manual of Air Traffic Services Part 1.
They are:
Continue present heading.
Continue present heading and report that heading.
Continue heading (three digits).
Turn left/right heading (three digits).
Turn left/right (number) degrees and report heading.
Fly heading (three digits).
Stop turn heading (three digits).
Stop turn now.
Continue turn heading (three digits).
Leave (significant point) heading (three digits).
Resume own navigation for (significant point). Position is (distance) miles N/E/S/W of (reporting point).
Resume own navigation for (significant point) magnetic track (three digits) degrees, distance (number) miles.
Magnetic track to (significant point) is (three digits) degrees distance (number) miles.