ADIS5000 gives the most concise answer.
Essentially if you are below the Minimum Vectoring Altitude for that area and not visual, then the controller cannot turn you off the procedure or maintain you at a level. The only thing they can do that provides the required obstacle protection is to get you to carry out a missed approach until such time as you above the MVA and then they can vector you.
In your case, while still above the MVA ( assuming 3000 ft as you describe) they could do as you say; cancel the approach clearance, maintain 3000 ft and track you where they like.