AN A320 FLC IS CONFUSED WHEN TOLD TO FLY DIRECT TO UTARE FROM LYNSY INTXN WHILE ON THE LYNSY ONE ARR INTO LAS; NV.

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ON THE LYNSY RNAV ARR INTO LAS; JUST PRIOR TO THE LYNSY FIX; ATC ISSUED THE FOLLOWING CLRNC; 'R TURN DIRECT UTARE FOR RWY 25L; MAINTAIN 8000 FT;' (OUR CURRENT ALT WAS 12000 FT). CAPT AND I HAD MISSED THE NOTE ON THE APCH PLATE THAT TELLS YOU TO PROCEED VIA LNDG TO RWY 25L UNLESS OTHERWISE INSTRUCTED. WE PROGRAMMED RWY 19 INTO THE MCDU SINCE THE LAST TIME WE FLEW THERE THAT IS THE RWY WE WERE ASSIGNED WHEN THE ATIS SAID TO EXPECT APCH RWY 19 OR RWY 25. THE PROB STARTED WHEN WE COULDN'T FIND 'UTARE.' WHEN ATC SAID 'DIRECT UTARE FOR RWY 25L' WE BOTH ASSUMED 'UTARE' WOULD BE ON THE RWY 25L APCH PLATE; IT WASN'T; IT WAS ON THE RWY 25 TRANSITION OF THE LYNSY ARR. WHEN WE TOLD THE CTLR WE COULDN'T FIND IT; HE SIMPLY REPEATED 'DIRECT UTARE.' HE WAS IMMEDIATELY CUT OFF BY OTHER ACFT ON THE FREQ. AT THIS TIME; I STARTED A GRADUAL R TURN. I DIDN'T WANT TO BE TOO AGGRESSIVE BECAUSE I KNEW NELLIS AFB WAS TO MY R. THE CTLR THEN CAME BACK WITH A 'ACR X; WHERE ARE YOU GOING?' WE TOLD HIM AGAIN WE COULDN'T FIND THE FIX. HE GAVE US A HEADING. AT THIS TIME; WE WERE STILL IN A DSCNT; AND OUT OF THE CORNER OF MY EYE; I SAW AN ACFT GO YELLOW ON THE TCASII. I WAS AT 10000 FT AND OTHER ACFT WAS 2000 FT BELOW ME; CLBING. I IMMEDIATELY LEVELED THE ACFT. THE TCASII WENT RED FOR 1-2 SECONDS; THEN WENT OUT. FLT WAS NORMAL FROM THAT POINT. CAUSES: WE MISSED THE NOTE. TOO MANY FIXES ON ARR PLATE; FREQ CONGESTION; APCH CTLR SATURATED.