ACR FLC EXPERIENCES SOME CONFUSION OVER ASSIGNED RWY AT ORD; AND A TRACK DEV RESULTS.

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BEING VECTORED FROM S (OKK 1 ARR) TO ORD ON TYPICALLY BUSY MORNING. WERE ADVISED TO EXPECT ILS RWY 4R (ALSO LNDG RWYS 9R AND 9L). ONE ACFT AHEAD OF US WAS VECTORED THROUGH LOC; AND WAS SO ADVISED BY ORD APCH. WHEN WE BEGAN RECEIVING VECTORS FOR RWY 4R; WE TUNED AND IDENTED THE FO'S NAV TO RWY 4R LOC. CAPT TUNED AND IDENTED TO ORD VOR. AS WE WERE VECTORED NBOUND; APCH INFORMED ALL TFC TO USE 132.7 FOR TWR; AS 120.75 HAD GONE OTS. OUR NEXT INSTRUCTIONS WERE TO TURN R 060 DEGS AND INTERCEPT RWY 4R LOC; WHICH WE READ BACK. WE HAD ASSUMED THAT WE ALSO HAD BEEN VECTORED THROUGH LOC RWY 4R AND WERE NOW ON INTERCEPT HEADING. AT THIS TIME; WE NOTICED THAT BASED ON BEARING TO ORD; WE WOULD NOT INTERCEPT RWY 4R AT ALL; AND ALSO NOTICED THAT WE HAD LOST SIGNAL FOR RWY 4R LOC. WE ADVISED APCH; WHO INFORMED US WE HAD BEEN CLRED FOR RWY 9R. FROM HERE WE WERE VECTORED N OF RWY 9R AND FIT INTO RWY 9R TFC FOR NORMAL LNDG. LESSON LEARNED: NEVER ASSUME. PARTICULARLY WITH EVEN MINOR COM/FREQ PROBS. WHEN GIVEN THE 060 DEG HDG WITHOUT HAVING BEEN TOLD 'VECTORS THROUGH LOC' PREVIOUSLY; I SHOULD HAVE CONFIRMED THE RWY WITH THE APCH CTLR.