Have I misundestood the setup/discussion here?
If the SID is "cancelled", I would fly the Obstacle Departure Procedure (the DP other than the SID) and THEN comply with the clearence... If there were no ODPs, great! Then I would go for the Diverse Departure (Omnidirectionalsomething in Europe?), climbing to 400ft AGL before making the initial turn, keeping at least 200 ft per nm of climb.
And as someone else stated; If ever in doubt, query the controller.
Ammendment: FAA...