S80 ACFT FLC RECEIVES DEP INSTRUCTIONS THAT SEEM TO CONTRADICT PROPER PROC OUT OF DFW.

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TIME: BB00. ATC FREQ: 126.55/118.55. ATC FACILITY: DFW TWR AND DEP CTL. LOCATION: DFW RWY 35R DEP CORRIDOR. WE WERE ISSUED TKOF CLRNC FROM RWY 35L AT DFW WITH INSTRUCTIONS TO TURN R TO 10 DEGS AND MAINTAIN VISUAL SEPARATION WITH THE DEPARTING ACFT IN FRONT OF US. AFTER DEP; WITH THE ACFT IN SIGHT; WE WERE TURNED OVER TO DEP. DEP ISSUED A TURN FOR THE ACFT IN FRONT OF US; THEN SHORTLY THEREAFTER ISSUED A TURN TO 80 DEGS FOR US. WHILE NO FURTHER MENTION OF VISUAL SEPARATION WAS GIVEN; WE STILL HAD THE ACFT IN SIGHT. THEY THEN TURNED THE OTHER ACFT TO A 180 DEG? HDG AND ISSUED A TURN TO 100 DEGS FOR US WITH INTERCEPT INSTRUCTIONS FOR THE DEP RADIAL. WHILE WE WERE ON THE 100 DEG HDG AND THE ACFT IN FRONT OF US WAS TURNING 180 DEG?; WE RECEIVED A TA FROM TCASII. THE LEAD ACFT AT THAT POINT QUESTIONED THE CTLR AS TO OUR POSITION AND THE CTLR TOLD HIM THAT WE HAD HIM VISUALLY AND WERE MAINTAINING VISUAL SEPARATION WITH HIM. IT IS MY UNDERSTANDING THAT THE SUBSEQUENT HDG CHANGES AFTER DEP SUPERSEDED THE INITIAL INSTRUCTION TO MAINTAIN VISUAL SEPARATION. I CALLED THE TWR AND THEY CONFIRMED THAT THE ASSIGNED HDGS DID SUPERSEDE THE VISUAL CLRNC. IT WAS CONFUSING TO BELIEVE WE WERE ON AN ASSIGNED HDG AND THEN HEAR THAT WE WERE MAINTAINING VISUAL SEPARATION WITH NO FURTHER INSTRUCTIONS TO DO SO. CALLBACK CONVERSATION WITH RPTR REVEALED THE FOLLOWING INFO: RPTR WAS CONFUSED OVER HAVING A VECTOR TO FLY AND YET HEARING HE WAS MAINTAINING A VISUAL SEPARATION. HE CHKED WITH HIS COMPANY CHIEF PLT AND WAS TOLD HE COULDN'T HAVE IT BOTH WAYS; WHICH IS WHAT HE SUSPECTED. CONVERSATION WITH TWR ALSO AGREED WITH THIS STATEMENT FROM HIS COMPANY. HE ALSO STATED THAT IF THE CTLR HAD GIVEN EACH ACFT AN ALT LIMIT DURING THE CLB; IT WOULD HAVE PUT HIM MORE AT EASE IN REALIZING THE CTLR WAS PROVIDING IFR SEPARATION.