Medium Transport; Low Wing; 2 Turbojet Eng
Flight Crew Instrument; Flight Crew Commercial; Flight Crew Air Transport Pilot (ATP); Flight Crew Multiengine
Communication Breakdown
Deviation - Track / Heading All Types; Deviation / Discrepancy - Procedural Clearance; Deviation / Discrepancy - Procedural Published Material / Policy
Air Traffic Control Provided Assistance; Flight Crew Took Evasive Action; Flight Crew Executed Go Around / Missed Approach
Human Factors
On approach to Runway XX in ZZZ; I was the Pilot Flying. We were set up and configuring for the LNAV/VNAV approach with Flaps 2 and gear down a few miles from the FAF. ATC called us and said 'Aircraft X in the event you go missed; fly heading 090 and maintain 4;000' due to weather being over the published missed approach. I was monitoring the AC; but distinctly heard 'in the event of a missed'. Suddenly; the AC went into HDG mode while making a sharp right turn to heading 090. Being the Pilot Flying and not having touched the guidance panel myself; nor been told anything by the Pilot Monitoring; I immediately grabbed the yoke; disconnected autopilot; and attempted to return to the approach path. The Pilot Monitoring then said 'fly 090 and climb 4;000!' I asked 'Are we going missed? Why?' His response was 'Yes were going missed; I don't know why; ATC told us to'. Having distinctly heard 'in the event'; I voiced my opinion that we should not be turning and climbing. The Pilot Monitoring insisted I was wrong and we must immediately turn. Sometime later; he then queried ATC whose response was 'no- I said in the event. I did not tell you to go missed; but go ahead and fly 090 and climb 4;000.' During this time; I was calling for the AC to be cleaned up and speeds set; the Pilot Monitoring was busy elsewhere and we spent quite a bit longer in a dirty configuration than we should have. We had a major heading deviation as well as altitude deviation as a result of mishearing/interpreting ATC instructions.With so much emphasis put on not questioning a missed approach/go-around call; I believe we should also emphasize the proper verbiage which will be used by ATC. A major clue for me was knowledge that ATC will not use the term 'go missed'; they will say 'go around'; and they will add the reason for the go around on the initial call. There also needs to be more emphasis on confirming with the other pilot about initiating a missed approach or go-around.
First Officer [PF] reported a communication breakdown with Captain [PM] during approach resulting in an unnecessary 'Go-Around.'