Single engine pilot reported not following IFR procedures while in IMC. The pilot states executing a missed approach and not informing ATC. The pilot did not follow the missed approach procedure.

Narrative

There were clouds obscuring VFR approach. There was some passing me back and forth...between ATC and the tower. Also some confusion amongst the three parties (I am one of the three parties) about which runway I requested and the landing techniques to be used.I believe I clearly requested Runway XX after being told that was the runway in use....I believe I clearly announced I was using Localizer XX not ILS XX. I could not see the ground while low....so I aborted the second landing. My information available about ZZZ listed marginal VFR...Software ForeFlight. All in all ATC and the tower were very helpful. I consider them my watching kind helpers.During the first attempt to landing...I was told my landing status previously cleared had now been denied......and instructed to climb out...I was given altitudes and vectors to follow. This got me back for my second attempted landing. I requested to use localizer XX approach. I am the one who decided on a missed approach during the second attempted landing.With out announcing...I aborted the landing. I was busy and believed talking would reduce my concentration on attitude; altitude; heading; air speed; vertical airspeed and turn coordination. Not to mention obstacles...it was a complete white out when I aborted the landing. I attempted the 'missed approach' of a climbing left turn...I inadvertently; not deliberately; at low altitude; did a 360 degree climbing turn.While I was on final approach...I did successfully lock onto the localizer frequency...making clear request to land on Runway XX using localizer. There was some confusion about using Runway XY...there was some confusion about ILS XX...vs localizer XX. In the end I flew my aircraft.As I got very low AGL on the 315 localizer radial...I could not see the runway nor the ground...I aborted the landing...my climbing left turn was inadvertently short...the 360 degree turn was an error on my part.I do not have any hard feelings about ATC nor the ZZZ tower.