PIC OF ACR MLG MISSES NEW CLRNC ISSUED AS HE IS REQUESTING AFTER TKOF CHKLIST INSTEAD OF LISTENING TO ATC. WITHOUT CLRNC CONFIRMATION HE CLBS TO NEW ALT. DEP CTLR NOW BUSY VECTORING OTHER ACFT TO PREVENT LOSS OF SEPARATION.

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DEPARTING EWR ON THE EWR 6 SID; WE WERE TURNING TO A HDG OF 220 DEGS; AND NEW YORK DEP CLRED US TO 4000 FT; WHICH IS NONSTANDARD. I WAS CALLING FOR FLAPS UP; SLATS RETRACT; AFTER TKOF CHKLIST; AND I MISSED NEW YORK'S NEXT RADIO CALL. BUT THE FO READ BACK 300 DEG HDG; 10000 FT; AND DIDN'T GET A CORRECTION; SO I BEGAN TURNING AND CLBING. A TCASII CONTACT THEN SHOWED UP ON OUR SCREEN DIRECTLY AHEAD AND AT 6000 FT; JUST ABOVE US. I ASKED THE FO TO VERIFY OUR HDG ASSIGNMENT; AND NEW YORK APCH VERIFIED 300 DEGS. HE WAS VERY BUSY; AND URGENTLY GIVING INSTRUCTIONS TO ANOTHER ACFT. THE TCASII CONTACT WENT ORANGE; AND PASSED 1 MI OFF TO OUR R (N); AND NO RA DIRECTION WAS GIVEN (NO CLB OR DSCNT). NEW YORK APCH THEN GAVE US A TURN TOWARDS LGA VOR AND HANDED US OFF TO A NEW FREQ. THE NEW CTLR THEN GAVE US A CLB TO 8000 FT; BUT WE WERE ALREADY AT 8500 FT AND CLBING TOWARDS 10000 FT. WHEN WE TOLD HIM WE WERE ABOVE 8000 FT ALREADY; HE CLRED US TO 10000 FT; BUT IT MADE ME WONDER IF WE HAD CORRECTLY RECEIVED A CLB CLRNC TO 10000 FT IN THE FIRST PLACE. IN BUSY ARPT ENVIRONMENTS; THERE'S A FINE LINE BTWN ACCEPTING A LITTLE CONFUSION AND KEEPING RADIO XMISSIONS DOWN TO A MINIMUM; AND ACCEPTING AN INCORRECT CLRNC. WE MAY HAVE ERRED ON THE CONFUSED SIDE OF THE LINE TODAY.