SMA PLT SIGHTS OMINOUS WX AHEAD WHEN INTERCEPTING THE LOC. HE REQUESTS A TURN TO THE S; BUT CTLR INDICATES HE WILL ONLY HAVE TO COME BACK INTO THE WX. PROCEEDING AHEAD RPTR ENCOUNTERS SEVERE DOWNDRAFT.

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IFR FROM C93 TO DPA. THICK HAZE ENTIRE RTE. WE ARRIVED AT DPA VOR; VIA V171; FROM RFD. ATC GAVE A HDG OF 030 DEGS; TO INTERCEPT THE ILS 1L LOC. SHORTLY AFTER TURNING TO 030 DEGS; SKY AHEAD OF ACFT APPEARED TO BE DARKENING QUICKLY. I ADVISED ATC THAT I COULD NOT CONTINUE FURTHER E; DUE TO BUILDING WX. I REQUESTED A TURN TO THE S; TO AVOID THE BUILDUP. CTLR ADVISED 'YOU ARE ON TOP OF THE LOC NOW. IF I VECTOR YOU S; YOU'LL JUST HAVE TO COME THROUGH THE AREA AGAIN.' CDI IN THE ACFT STILL SHOWED A FULL DEFLECTION WITH ACFT W OF THE LOC. I TOLD THE CTLR 'OK; JUST GIVE US THE QUICKEST WAY DOWN.' (IN RETROSPECT; THE DOUBLE ENTENDRE HERE IS CHILLING). WE WERE TOLD TO MAINTAIN 2800 FT UNTIL ESTABLISHED AND FLY HDG 030 DEGS. MOMENTS AFTER THIS; ACFT ENTERED HVY RAIN; AND DOWNDRAFTS. EVEN AT FULL PWR; I LOST 400 FT BEFORE WE EXITED THE CELL. LOC AND GS WERE INTERCEPTED WITHOUT INCIDENT; REMAINDER OF FLT UNEVENTFUL. POINTS TO NOTE: 1) I WAS PIC; NOT THE CTLR. I SHOULD HAVE INSISTED ON VECTORS AWAY FROM THE BUILDUP. 2) CTLR'S RADAR IS NOT AS ACCURATE AS ACFT CDI. EVEN THOUGH CTLR THOUGHT I WAS ABOVE THE LOC; I KNEW I WAS NOT THERE YET; AND WOULD HAVE TO PROCEED FURTHER INTO ADVERSE WX.