Well basically they do not have the right to insist that you do something.
So when they asked you to remain at 2000ft you had the right to say no.
But once you agreed to it, then they have the right to expect that you will stick with what you agreed to do.
You did fine until you decided to depart the agreeded level without getting a clear response from them. I think you would have been perfectly within your rights telling them that you were going to climb to 3000ft and that you could no longer comply with their request for 2000ft, but you would have had to make sure that that message had got through.
It is indeed an unusual request from Shannon. It's very rare that they've asked me to maintain an altitude in class G....in fact I'm not sure that they ever have.
dp