Hi JL,
in your scenario passing your acceleration altitude the vertical mode will be OP CLB. Climb mode will not
engage during the go around phase as the FM makes no predictions. The reasons it makes no predictions is that the system is waiting for you to tell him what is your plan after the go around, either another approach (activate approach phase) or divert (enable ALTN / new dest). It is the same concept of when you are flying in heading, you don't get the CLB or DES as the system does not know where you want to go.
Hope that helps
