Like almost every other thread on pprune this has gone off on a tangent! My initial point was that we were given a non-standard and incomplete instruction which we hadn't been expecting. We had no gripe with the police helicopter being given priority over us (it's not as though we're ever on time anyway!) we just wanted re-assurance that controllers should give heading and climb information if they don't want us to complete the standard missed approach.
Many thanks to all for their contribution. My colleague and I have both found the thread very informative.
HP