A BE1900 CREW FAILED TO MONITOR CLRNC DELIVERY PROPERLY; THEN FAILED TO FOLLOW THEIR DEP INSTRUCTIONS.

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RECEIVED IFR CLRNC FROM HHH TO RDU. WE WERE ADVISED TO HOLD FOR RELEASE AND CALL BACK WHEN WE WERE #1 FOR DEP. TAXI WAS NORMAL; BUT THERE SEEMED TO BE CONSIDERABLE TFC IN AREA OF THE ARPT (AS OBSERVED ON CTAF). WHEN #1 FOR DEP; FO CALLED SAV CLRNC DELIVERY FOR RELEASE ON COM #2 RADIO. I WAS MONITORING BOTH COM RADIOS AND HEARD SAV SAY WE ARE RELEASED AT THE SAME TIME THAT AREA TFC WAS XMITTING POS ON #1 COM RADIO. I TURNED OFF #2 COM SPEAKER ON MY HEADPHONES SO THAT I COULD HAVE COMPLETE AWARENESS OF TFC IN AREA AND HOW OUR DEP WOULD FIT IN. DEPARTED. FO IS FLYING. I XMIT INTENTIONS OF A L TURNOUT TO DEPART THE AREA TO THE N; AND VISUALLY CLR L SIDE FOR THE TURN AND TELL THE FO 'CLR L.' FO STATES 'WEREN'T WE ASSIGNED RWY HDG?' I AM NOT AWARE OF ANY SUCH CLRNC AS IT WAS ASSIGNED DURING THE RELEASE CLRNC WHEN I WAS MONITORING THE OTHER COM RADIO. I CONTACTED BEAUFORT DEP AND HE SAYS WE ARE CLRED ON COURSE. FO BEGAN A GRADUAL R-HAND TURN TOWARDS THE N. BEAUFORT DEP CTLR ASKS; 'VERIFY YOU ARE IN A L TURN ON COURSE!' I STATED WE WERE IN A R TURN; BUT COULD GO BACK TO THE L IF NEEDED. BEAUFORT ADVISED THAT A R TURN WAS FINE. FO DID NOT REMEMBER WHAT CLRNC HE WAS GIVEN WHEN HE RECEIVED THE RELEASE CLRNC. WE DEDUCED THAT IT MAY HAVE BEEN A CLRNC TO TURN L TO ENTER CTLED AIRSPACE ON A SPECIFIC HDG. THIS WAS A SEVERE COMS BREAKDOWN BTWN THE CREW. FO DID NOT WRITE DOWN CLRNC UPON RELEASE AND I DIDN'T ASK PRIOR TO DEPARTING.