SMA PLT HAD A R WINDSHIELD FAILURE. THERE MAY HAVE BEEN A PRESSURIZATION LEAK ASSOCIATED WITH THE WINDSHIELD FAILURE.

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ON THE MORNING OF DEC/FRI/03; I HAD AN AIR AMBULANCE PART 135 FLT OUT OF ZZZ2 TO ZZZ3. FILED IFR FLT PLAN WITH ZZZ FSS; DEPARTING ZZZ2 AT XA30. TOTAL PAX ON BOARD; INCLUDING PLT; WERE 4. VISIBILITY WAS APPROX 3 MI WITH BLOWING SNOW. TEMP WAS APPROX 20 DEGS F. CLBING TO AN ALT OF FL200; CONTACTED ZZZ2 CTR (127.55). WAS CLRED TO ZZZ3 VIA DIRECT; CLB AND MAINTAIN FL200. I NOTICED THE CEILING DURING CLBOUT TO BE APPROX 3000-4000 FT; OUT ELEVATION WAS 5571 FT. UPON VERIFYING ALL CHKLIST ITEMS TO THIS POINT; I ARRIVED AT FL200. I WAS USING ANTI-ICE AND DE-ICE EQUIP; DUE TO THE ELEMENTS. WINDSHIELD HEAT WAS ON NORMAL; BOTH SIDES. AT 58 NM DUE E OF ZZZ; I HEARD A HIGH PITCH NOISE COMING FROM THE WINDSHIELD AREA. PRESSURIZATION WAS NORMAL. THEN A NOISE; SIMILAR TO ICE COMING OFF THE PROPS; AGAINST THE FUSELAGE; EXCEPT AT A LOUDER VOLUME. I NOTICED THE COPLT'S WINDSHIELD HAD 'SPIDER WEBBED.' I COULDN'T CONFIRM WHETHER IT WAS AN INNER PANE OR OUTER PANE. I NOTIFIED ZZZ CTR; AND EXPLAINED THE SIT; ASKED FOR LOWER ALT AND DIVERSION TO ZZZ. I WAS ASKED IF SIT WAS AN EMER STATED 'NOT AT THIS TIME!' WAS GIVEN CLRNC TO 12000 FT; DIRECT INTXN; TO PROCEED WITH ILS TO RWY 21. NO ADDITIONAL TFC IN THE AREA. ZZZ TWR IS CLOSED AFTER XA00. ARRIVING AT 12000 FT AND PROCEEDING TO INTXN; I ENTERED TOTAL IMC. THERE IS A MOUNTAIN JUST E OF THE ILS COURSE THAT PEAKS OUT AT 13000 FT. IF ONE DOESN'T FIND THAT LEAD RADIAL OFF OF ZZZ VOR; IT COULD RESULT IN GRAVE CONSEQUENCES. I STARTED THE APCH AND SOMETHING 'DIDN'T FEEL RIGHT.' MY INSTINCTS HAD ME CLB AND PROCEED EASTWARD. CONTACTED BY CTR 124.50; I EXPLAINED WHAT WAS HAPPENING AND CURRENTLY WAS 'VFR ON TOP' AT 14500 FT. THIS IS NOT THE MISSED APCH PROC INTENDED FOR THIS ARPT. BUT BEING VERY FAMILIAR WITH THE SURROUNDING TERRAIN; I FLEW THE ACFT AND LOCATED A MORE STABLE AREA. CTR THEN CLRED ME AGAIN FOR THE ILS 21 TO ZZZ. I PROCEEDED AND THEN FOUND THE ARPT AND LANDED. NO FURTHER INCIDENT. WAS ASKED TO CALL CTR AND EXPLAIN MY ACTIONS! I'M TOTALLY AWARE OF THE ILS 21 PROC; AND HAVE FLOWN THIS APPROX 20 TIMES. I FELT WITH WHAT HAD HAPPENED TO THE WINDSHIELD; THE WX CONDITIONS; MY CONCERNS FOR MY MEDICAL CREW AND THE PATIENT; AND CONCENTRATION ON FLYING THE ACFT WERE AN INCREASED WORKLOAD; AND INITIALLY MY TOTAL CONCENTRATION WASN'T ON THE APCH; AND I TOOK EVASIVE MANEUVERS TO BUY TIME; TO GAIN THIS COMPOSURE TO COMPLETE THE APCH. THIS ILS 21 TO ZZZ IS NOT A VERY PLEASANT IFR; AND THE MISSED APCH ISN'T MUCH BETTER. I DON'T KNOW WHY THEY DON'T MOVE ILS TO RWY 3; AND MISSED APCH BEING CLB R TURN AND PROCEED TO ZZZ VOR AND HOLD. THAT MOUNTAIN STAYS IN YOUR MIND; WHEN IFR CONDITIONS EXIST. I JUST FEEL THE FAA SHOULD GET INVOLVED IN A STUDY OF THE APCH AND DETERMINE IF CHANGING WOULD BE IN THE BEST INTERESTS OF SAFETY. DURING NORMAL IFR; THIS APCH ISN'T BAD; BUT UNDER CONDITIONS OF IMC AND POSSIBLE ACFT EMER; THIS IS ONE MORE THOUGHT IN YOUR HEAD.