PLT OF AN SMA SEL FAILED TO MAINTAIN TKOF HDG AFTER TKOF AS INSTRUCTED BY TWR IN TKOF CLRNC.

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MOBILE GND CTL ISSUED CLRNC 'MOBILE LOXLY V198'(ALL AFTER NOT RELEVANT) WITH NO DEP RTE INSTRUCTIONS. TWR STATED ON TKOF CLRNC AND RELEASE; MAINTAIN RWY HDG. AFTER CONTACTING DEP; I TURNED TOWARD LOXLY. DEP DID NOT ADVISE ME OF ANY VECTORS OR FURTHER INTENTIONS. AFTER SEEING MY TURN; DEP ADVISED I WAS WITHIN 2 1/2 MI OF TFC THAT WAS NEVER ANNOUNCED. I EXPECTED A BETTER EXPLANATION OF WHAT TO EXPECT FROM DEP; WHO DID NOT APPEAR TO BE BUSY. AT MY HOME ARPT; ADDISON; TX; IT IS NORMAL TO HAVE TWR CHANGE THE DEP PART OF CLRNC; JUST BEFORE RELEASE. THEY ALWAYS SAY 'AMENDED DEP CLRNC' OR SOMETHING SIMILAR. DEP PROCS IN SMALLER TERMINALS SEEM TO VARY CONSIDERABLY. THE AIRMAN'S INFO MANUAL DOES NOT PROVIDE MUCH GUIDANCE IN THIS AREA. IT WOULD BE GOOD IF THE AIM COULD TREAT THIS AREA IN BETTER DETAIL; BASED ON THE THINGS THAT ATC WANTS US TO DO. P.S. I THINK MOBILE GND ADVISED ME DURING CLRNC DELIVERY THAT I COULD EXPECT 'ON COURSE DEP' AS THE TRANSITION. NOBODY MENTIONED VECTORS OR OTHER TFC. THE ARPT WAS NOT BUSY; NOT 1/10 AS BUSY AS I AM USED TO FLYING WITH AT ADDISON; TX.