Thanks for the responses but will need have it checked out in the Sim.
I agree with Fullblast and JeroenC that the A/T will give go around power.I assume at some point in the climb she may command the pitch FD towards the missed approach altitude.
Switching off automatics does make it pretty standard as to what to do but the query was with the automatics on and more so on dual channel approach.
Wizofoz - once on the ILS the only way to exit the approach mode on the 737 will be TOGA,deselecting the ILS or A/P off and F/D's off.It may be different from the 777 coz once on approach with FMA's to G/S and VOR/LOC then only the above method will work.APP can only be deselected before G/S capture.