It is said that ATC are responsible for terrain clearance when under radar guidance. However the captain remains responsible at all times for safety of a/c. Hence situational awareness has to be alive & well at all times; even if ATC give a radar instruction there should always be questions asked internally; is it safe & is it acceptable to what I want to do?
A clearance is not an instruction and so a couple more questions might be added, but those two should always be forefront. It helps one's survive to be aware of where the hard stuff is to avoid ATC or not. Thus, as in most cases of doubt, you ask again and check. The magenta line does not know about concrete nimbus. EGPWS should, but as is always the edict of airmanship, "do not take your a/c to a place your brain has not already visited a few moments earlier."