Commercial Fixed Wing
Flight Crew Air Transport Pilot (ATP)
Situational Awareness
ATC Issue All Types; Deviation / Discrepancy - Procedural Clearance; Deviation / Discrepancy - Procedural Published Material / Policy; Inflight Event / Encounter Unstabilized Approach
Flight Crew Executed Go Around / Missed Approach
Human Factors; Procedure
We were descending normally on the ILS to runway 35L.  ATC had reduced us to final approach speed outside of the FAF.  Shortly after the FAF Monitor told us 'Cancel approach clearance; climb to 9;000 feet and track the localizer'.  Captain disconnected the autopilot; advanced the power and brought the nose up to start the climb to 9;000.  Shortly after I read back the clearance Monitor informed us that tower had a visual on us and proceeding traffic and we could continue the approach if we wanted. I suggested we continue with the missed approach.  At this point we were at approx. 150 knots and starting to climb and one dot above the localizer.  Captain decided to continue the approach and as I was relaying that to ATC he pitched down to regain the glideslope.  Our vertical speed hit 1800 FPM down and the GPWS gave us a 'Don't Sink' and 'PULL UP; PULL UP' warnings.  I called for a go around and captain replied 'I got it.' and continued the approach.  We sank below the glideslope and now had 1000 FPM climb to regain it.  I called 'Unstable; go around' and moved my hand behind the power levers to advance the power if the callout was ignored a second time.  This time Captain initiated a go around by advancing the power; pressing the go-around button and calling 'Positive rate; gear up.'  I prompted for flaps 10; got no response and moved the flaps to 10.  I then stated 'Positive Rate' and raised the gear.  At this point I was able to make a missed approach call to tower and we were told to maintain 9;000 feet and immediately turn to a 080 heading for Airbus traffic.  Captain started a standard rate turn to 080 heading and we were at 6;700 feet when I called 'acceleration altitude'.  We cleaned up the plane and ATC told us to make an immediate turn to 105 heading for the traffic.  Captain increased bank to 30 degrees to comply.  We leveled at 9;000 feet and were handed off to approach control for another approach.Suggestions:Several factors led to this event.  ATC should have never offered to let us continue the approach.  There should have never been an attempt to continue the approach.  Go-Around callouts should have been made and the commitment to the go-around when the approach clearance was cancelled.  An immediate go-around should have been initiated at the first GPWS warning (Don't Sink).  And it should never take two go-around calls to make a go-around happen.
Dash 8 First Officer reported prompting the Captain to execute a go-around after the approach became unstable.