On my tiny 737 the missed approach is part of the instrument approach procedure and with the selection of the approach it is put into the flightplan. Pretty straight forward actually. And yes, therefore it comes from the database. The missed approach remains inactive (dashed blue line) until the RWYxxL/R/C waypoint is passed.
LNAV remains in arm (white) during the approach and will be activated automatically once above 400ft AGL (dual channel) or 50ft AGL (single channel, non precision). The only time LNAV arm will vanish is during a single engine dual channel approach as automatic switching to LNAV would also disable the rudder servo which could create massive amounts of yaw. However LNAV can of course be selected manually.