GAR AT DTW; MI; RESULTED FROM CONFUSED CLRNC AND A RWY INCURSION DURING A CLOSELY SPACED DEP ARR OP.

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ON APCH TO RWY 3R AT APPROX 800 FT AGL THE TWR ASKED US IF WE COULD MAKE A MID-FIELD TURN-OFF SO A B727 (Y) COULD DEPART BTWN US AND OUR FOLLOWING TFC. WE RESPONDED THAT WE WOULD DO OUR BEST. AS THE B727 WAS APCHING THE HOLD SHORT LINE THE TWR ASKED THEM IF THEY WOULD BE READY FOR AN IMMEDIATE TKOF. THE B727 RESPONDED THAT THEY WOULD BE READY AND THEN TAXIED ONTO THE RWY IN FRONT OF US. TWR TOLD THEM TO EXIT THE RWY IMMEDIATELY BUT THERE WAS NOT ENOUGH TIME. THE TWR TOLD US TO GO AROUND. A GAR WAS INITIATED WITHOUT INCIDENT. NON STANDARD VERBIAGE FROM THE TWR CTLR WAS A FACTOR IN CONFUSING THE B727 PLT. SUPPLEMENTAL INFO FROM ACN 478472: WE WERE ASKED IF WE COULD BE READY FOR AN IMMEDIATE TKOF AND BELIEVED WE WERE CLRED INTO POS AND HOLD ON RWY 3R. WE DID NOT FEEL 'RUSHED' AND THE CHKLISTS WERE COMPLETE. A DC9 HAD JUST LANDED AND ANOTHER DC9; THAT WE BELIEVED HAD JUST BEEN TOLD THAT WE WERE GOING TO BE ON THE RWY; WAS ON FINAL. THE CTLR WAS WORKING BOTH RWYS 3R AND 3C; HAD A HVY WORKLOAD; AND CONVEYED A SENSE OF URGENCY. AS WE TAXIED ONTO RWY 3R; THE CTLR TOLD THE APCHING DC9 IT WAS OK TO LAND ON RWY 3R THAT 'THE ACFT WAITING TO DEPART (US)...WILL DEPART AFTER YOU LAND.' WE TOOK THIS TO MEAN THE DC9 WAS CLRED TO LAND ON TOP OF US. THINKING THIS DIDN'T MAKE ANY SENSE WE IMMEDIATELY EXPEDITED A TAXI OFF RWY 3R. OUR ENGS WERE ALREADY SPOOLED UP BECAUSE OF THE EXPECTATION FOR AN IMMEDIATE TKOF. WE TRIED TO CONTACT THE TWR BUT RECEIVED NO ANSWER. ALL 3 CREW MEMBERS WERE MONITORING THE TWR FREQ. WE BELIEVED THAT THE TWR; IN TRYING TO SEQUENCE US IN BTWN 'TIGHT' ARRIVING TFC; HAD CLRED ON TO HOLD...ON THE RWY. AGAIN THAT SENSE OF URGENCY WAS PRESENT. WHEN WE RESPONDED TO ONLY PART OF THE CLRNC; THE TWR CTLR; NOT HEARING ANYTHING REGARDING 'HOLD SHORT' INSTRUCTIONS; DID NOT REAFFIRM THE 'HOLD SHORT' OR ISSUE A CORRECTION. THE LNDG DC9 DID EXECUTE A MISSED APCH. SUPPLEMENTAL INFO FROM ACN 478352: AFTER LISTENING TO THE TWR TAPES THE CTLR ACTUALLY TOLD US TO 'HOLD SHORT; WILL YOU BE READY FOR AN IMMEDIATE?' FOR SOME REASON ALL 3 OF US DID NOT HEAR OR PERCEIVE THE 'SHORT' IN THAT STATEMENT; AND INSTEAD SOMEHOW UNDERSTOOD THAT WE WERE CLRED INTO POS AND HOLD TO BE READY FOR AN IMMEDIATE. CAUSES: A) FLC ANTICIPATED ONE INSTRUCTION YET WAS GIVEN ANOTHER. WE ONLY HEARD WHAT WE WANTED TO HEAR. B) CTLR COMBINED THE HOLD SHORT STATEMENT WITH THE...'BE READY FOR AN IMMEDIATE.' C) HOLD SHORT INSTRUCTIONS WERE NOT READ BACK; CTLR DID NOT ASK FOR US TO REPEAT OR CONFIRM HOLD SHORT. SOLUTIONS: A) LISTEN; DON'T ANTICIPATE ON OUR PART; B) DO NOT COMBINE QUESTIONS OR INSTRUCTIONS WITH CRITICAL STATEMENTS SUCH AS 'HOLD SHORT.' C) MAKE SURE ALL FLCS READ BACK HOLD SHORT INSTRUCTIONS.