MLG ON MISSED APCH HAS TCASII RA.

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WE WERE FLYING A VISUAL APCH TO RWY 26R AT DEN. EXPERIENCED WIND SHEAR AND EXECUTED A MISSED APCH. CALLED THE TWR AND RPTED THE WIND SHEAR. TOLD TO MAINTAIN RWY HDG AND 7000 FT. ACFT BEHIND US ALSO DECIDED TO MISS. THE TWR CTLR SEEMED TO GET NOTICEABLY NERVOUS. AS WE WERE CLBING THROUGH 6300 FT SHE ASKED US TO LEVEL AT 6500 FT (WE WERE CLBING AT 2000 FPM). WE LEVELED OFF BY 6600-6700 FT AND DSNDED BACK TO 6500 FT. WE WERE THEN GIVEN A R TURN TO 350 DEG HDG AND TOLD TO CLB TO 7000 FT. IN THE TURN WE SAW A TCASII TARGET XING FROM OUR L TO R INDICATING 7500 FT. DURING THE CLB THE CTLR TOLD US TO TURN R TO 280 DEG HDG. YOU COULD TELL THE CTLR WAS SHAKEN FROM HAVING TO DEAL WITH THE SITS DEVELOPING AND THE SEVERE TSTMS IN THE AREA. SINCE WE WERE GOING N (350 DEGS) WE WERE SURE SHE MEANT A L TURN. WE ASKED HER AND SHE CONFIRMED SHE WANTED A L TURN TO 280 DEGS AND 7000 FT. AS WE WERE STARTING TO LEVEL AT 7000 FT WE SAW THE OTHER ACFT TARGET ON TCASII AT 7200 FT AND WE GOT A DSCNT RA (MAY HAVE BEEN A MONITOR VERT SPD). WE COMPLIED (ONLY REQUIRED ABOUT 100 FT DSCNT BEFORE CLR) AND THE TFC PASSED BEHIND US. WE NEVER HAD A VISUAL CONTACT. WE NEVER DID HEAR IF THE CTLR OR SOMEBODY ELSE HAD CLRED THE OTHER ACFT TO THE LOWER ALT. EVERYTHING HAPPENED VERY QUICK AFTER THE WIND SHEAR AND MISSED APCH. THE LACK OF CTL BY THE TWR CTLR SEVERELY INCREASED THE ANXIETY OF THE SIT. WE WERE TURNED OVER TO DEP CTL AND NOTHING WAS EVER SAID ABOUT THE OTHER TFC. IT SEEMED TO ME THAT THE TWR CTLR DID NOT COORDINATE WITH THE APCH CTLR AND THUS MAY HAVE VECTORED US INTO THE CONFLICT.