Zeffy
Plse check aterpster # 44 link to the approach map. You will see there is no procedure altitude of 2000 ft at the IAF ZEDAG.
The 2000 ft (plus) clearance was only good on that awy V 453. Leaving that safe track automatically required MOA 5400 ft - depicted in that app map - or with a clearance of ATC for a RADAR vector towards ZEDAG and the minimum for the RNAV procedure at that point - 4300 ft.
Anything else in the weather and terrain situation at hand would have been guesswork. And for the latter there is very impressive phrase - Never base control on assumptions!!!!. This sentence was sadly proven to be correct from both parties involved - ATC and the two pilots.