ACR X RECEIVED GPWS ALERT AFTER DEP.

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ACR X ASSIGNED ALBUQUERQUE 1 DEP FROM ABQ; DEPARTING RWY 8. TWR TKOF CLRNC WAS CLRED FOR TKOF (WITH NO HDG ASSIGNED) SO WE FLEW RWY HDG. TWR SWITCHED US TO DEP; AND DEP CLRED US TO FL200. DEP SUBSEQUENTLY SAID WE WERE TOLD TO TURN L TO 310 DEGS; AND ASKED IF WE WERE VMC AS WE CAME CLOSE TO THE TERRAIN. WE DON'T THINK THAT THE 310 DEG HDG WAS EVER ISSUED OR READ BACK. THE ARPT HAD JUST SWITCHED FROM A SHORT (APPROX 30 MINS) USAGE OF RWY 26. PERHAPS THE CTLRS WERE STILL THINKING '26' WITH NO TERRAIN CLRNC PROBS; NOT RWY 8 WITH SIGNIFICANT TERRAIN PROBS. ASSUMING NO HDG WAS EVER GIVEN; WE STILL SHOULD HAVE ASKED FOR ONE TO GIVE US MUCH HIGHER CLRNC OVER THE MOUNTAINS. SINCE WE WERE VMC; IT WAS NO PROB. HAD THE WX BEEN NIGHT AND IMC; IT COULD HAVE BEEN MUCH MORE COMPLICATED. AS IT WAS; IT WAS HOT; HIGH; AND (WE WERE) HVY; AND WE CLBED AT V2F AND TKOF THRUST TO CLR THE MOUNTAINS -- WITH A LESS THAN DESIRABLE MARGIN. I MOST STRONGLY RECOMMEND A CHANGE(S) TO THE ABQ 1 TO INCLUDE DEPARTING HDGS FOR VARIOUS RWYS OR TRANSITIONS. CALLBACK CONVERSATION WITH RPTR REVEALED THE FOLLOWING INFO: RPTR STATED THEY ARE NORMALLY GIVEN A TURN TO 310 DEGS AFTER TKOF. RPTR THINKS THEY MAY HAVE BEEN ISSUED RWY HDG AND THE DEP CTLR ISSUED THE TURN TO 310 DEGS AT THE TIME HIGHER ALT WAS ISSUED. SUPPLEMENTAL INFO FROM ACN 308477: DEP CLRNC WAS COPIED BY THE FO AND MONITORED BY THE CAPT. IN THE COPIED CLRNC THERE WAS NO INDICATION OF A HDG ASSIGNMENT. ON TKOF CLRNC; WE WERE NOT GIVEN A HDG (WE BELIEVE) OTHER THAN RWY HDG TO OUR ASSIGNED ALT; AND THEN TO CONTACT DEP WHEN HANDED OFF FROM ABQ TWR. WE DEPARTED RWY 8 WHICH HAS RAPIDLY RISING TERRAIN SEVERAL MI OFF THE DEP END. DURING THE FIRST SEVERAL MOMENTS OF TKOF AND INITIAL CLB; WE COMMENTED HOW QUICKLY THE TERRAIN RISES AND AN EFFICIENT CLB MUST BE MAINTAINED TO ALLOW FOR PROPER TERRAIN CLRNC. OUR GPWS ACTIVATED WITH 'TERRAIN WARNINGS' AND 'WHOOP WHOOP PULL UP.' DURING THIS TIME; TWR HAD SWITCHED US TO DEP WHO ASKED US IF WE WERE ON A 310 DEG ASSIGNED HDG. WE RESPONDED THAT WE NEVER RECEIVED A HDG AND WERE STILL ON A 080 DEG HDG. THE CTLR ADVISED US TO REMAIN VFR AND TURN TO A NORTHERLY HDG; AND ONCE CLR OF THE FOOTHILLS PASSED US OFF TO CTR.