NON ADHERENCE TO ATC CLRNC INSTRUCTION PROC. 360 DEG TURN MADE DURING CLRNC INTERP PROB.

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APCH CTL CLRED US TO INTERCEPT AND FLY THE LOC BC RWY 28 FROM A 310 DEG HDG INSIDE NIKOO; BUT AT 3000 FT; BECAUSE OF A TFC CONFLICT. THE APCH CALLED IT TO BE AT 1400 FT AT 4.6 DME. ALMOST IMMEDIATELY AFTER CLRING US FOR THE APCH WE INTERCEPTED THE LOC AND WERE INSTRUCTED TO CONTACT DORVAL TWR. REALIZING WE WERE 800 FT HIGH AT THE 4.6 IDU DME AND SINCE WE HEARD NO OTHER TFC BUT AN ACR FLT TOUCHING DOWN AHEAD OF US; WE ASKED TWR IF WE COULD MAKE A 360 DEG TURN ON FINAL; THINKING TO CROSS 4.6 AT 1400 FT. TWR RESPONDED 'L OR R?' WE REPLIED 'L WOULD BE FINE;' TO WHICH TWR REPLIED 'OK; L 360 DEGS.' WE COMMENCED A GRADUALLY DSNDING L 360 DEG TURN. TWR THEN HAD US GO BACK TO APCH CTL. APCH INSTRUCTED US TO CLB IMMEDIATELY TO 3000 FT AND GAVE US A 180 DEG HDG. HE SEEMED VERY AGITATED; BUT VECTORED US OUT FOR ANOTHER LOC BC APCH. AFTER LNDG I TELEPHONED TWR TO ASK WHY APCH HAD ACTED SO UPSET. THE TWR CAB SUPVR STATED THAT THE TWR CTLR DID NOT HAVE THE AUTH TO DEVIATE FROM ANYTHING BUT STANDARD MISSED APCH PROC; BUT HAD MERELY OK'D OUR L 360 DEG TURN TO GET OUR INTENTIONS APPROVED BY THE APCH CTLR. AN ACKNOWLEDGED OK TO OUR 360 DEG TURN REQUEST WAS NOT A CLRNC.