INSTRUCTOR WITH STUDENT MAKES ILS APCH; CTR SAYS HAD NO CLRNC.

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ON THE OVERSHOOT FROM SMITH FALLS; OTTAWA CLRED US TO 6000 FT AND TOLD US TO CONTACT MONTREAL ON 134.4. WE WERE ABLE TO RECEIVE BUT NOT GET A RESPONSE FROM MONTREAL SO WE ASKED OTTAWA FOR AN ALTERNATE FREQ. THEY GAVE US 133.7 AND COMS WERE ESTABLISHED. WE ASKED MONTREAL FOR A CLRNC TO 4000 FT INSTEAD OF 6000 FT IN THAT WE WERE STARTING TO ENCOUNTER ICE. MONTREAL CLRED US TO 4000 FT. A VERY SHORT TIME LATER MONTREAL ASKED US TO CLB TO 5000 FT AS BOSTON NEEDED THE 4000 FT LEVEL. WE INDICATED THAT WE WOULD HAVE TO DECLINE A CLRNC TO 5000 FT BUT COULD STILL CANCEL AND GO VFR IF NEEDED. WE WERE TOLD TO GO TO BOSTON FREQ OF 135.25 AND MAINTAIN 4000 FT BUT TO EXPECT RADAR VECTORS DUE TO OTHER TFC. ON CONTACT WITH BOSTON THEY TOLD US TO MAINTAIN 4000 FT AND TURN TO A HDG OF 240 DEG. OUR NEXT CALL FROM BOSTON WAS A CLRNC TO THE WATERTOWN ARPT FOR AN APCH OUT OF CTLED AIRSPACE. WE ACKNOWLEDGED THE CLRNC AND STARTED A DSCNT TO OUR SECTOR ALT OF 2200 FT. AS WE APCHED THE VOR IN LEVEL FLT BOSTON ASKED FOR OUR DME TO WATERTOWN. WE INDICATED WE DID NOT HAVE DME CAPABILITY. AFTER PASSING THE WATERTOWN VOR WE HEARD BOSTON CLR ANOTHER ACFT FOR AN APCH AT WATERTOWN WITH INSTRUCTIONS TO CALL LEAVING 3000 FT. WE BECAME CONCERNED ABOUT THE TFC MIX AND ASKED BOSTON TO CONFIRM THAT WE WERE CLRED FOR THE ILS 07 AT WATERTOWN. DURING THE VOR PROC TURN WE REQUESTED AN OVERSHOOT CLRNC FOR THE TRIP BACK TO KINGSTON. AS WE CONTINUED THE APCH AT WATERTOWN BOSTONS XMISSIONS STARTED TO BREAK UP AND WE WERE UNABLE TO HEAR ANY HOLD CLRNC. I CALLED WATERTOWN TFC AND ADVISED THAT WE WERE ON THE ILS 07 INBOUND. WE BROKE CLOUD AT 1100 STARTED AND A R CIRCLING APCH FOR 25. THE LNDG PLT ASKED US WHAT WE WERE DOING IN IFR CONDITIONS; HE DID NOT APPEAR TO BE AWARE OF OUR CLRNC. WE LANDED AND CONTACTED BOSTON AS REQUESTED. CALLBACK CONVERSATION WITH RPTR REVEALED THE FOLLOWING INFO. RPTR STATES THE PROBLEM WAS CONFUSION OVER WHETHER CLRED FOR APCH OR NOT. RPTR AS STATED BELIEVED THEY HAD CLRNC. BOS SAYS NO. RPTR SAW ACR ON SHORT FINAL AS RPTR ACFT BEGAN CIRCLING APCH FOR FINAL. NEVER AN UNSAFE SITUATION AS BOTH WERE VFR. ACR FILED A RPT HOWEVER. RPTR DID NOT INTEND TO LAND; BUT TO DO AN 'OVERSHOOT' OR MAP AS PRACTICE APCH. DUE TO CONFUSION AND QUESTIONING WHY 2 ACFT CLRED AT SAME TIME; THEY LANDED TO CLARIFY. RPTR HAS RECEIVED CALL FROM FAA AND SENT THEM THE SAME RPT.