LR60 DEP FROM VNY EXPERIENCED CONFLICT WITH UNKNOWN TFC AFTER APPARENT CONFUSION REGARDING ALTERED DEP HDG ASSIGNMENT.

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ON A RAINY MORNING AT VNY ARPT; WE HELD SHORT OF THE RWY FOR ABOUT 10 MINS TO ALLOW SOME WX TO PASS THROUGH. BASED ON WHAT WE OBSERVED ON OUR ACFT RADAR; WE ASKED TWR IF WE COULD BE ALLOWED TO MAKE A R TURN IMMEDIATELY AFTER TKOF AND EXPECT AN EXPEDITIOUS CLB TO CLR THE CELLS IN THE AREA. TWR ADVISED US TO STAND BY WHILE HE COORD WITH DEP; AND AFTER ABOUT 1 MIN CLRED US 'LEAR XXX; CLRED FOR TKOF RWY 16R; TURN R HDG 210 DEGS; CLB AND MAINTAIN 4000 FT; VECTORS TO JOIN THE NEWHALL 6 DEP.' WE TOOK OFF; STARTED OUR R TURN AT 400 FT AGL; AND AS WE WERE CLBING THROUGH 2000 FT MSL; RECEIVED AN RA TO DSND FOR TFC AT 2800 FT; ALMOST IMMEDIATELY ABOVE AND SLIGHTLY AHEAD OF US. AS WE INITIATED THE RESPONSE TO THE RA BY LOWERING THE NOSE; TCASII ANNOUNCED 'CLR OF CONFLICT;' THE OTHER ACFT CONTINUED THEIR DSCNT THROUGH 2500 FT BEHIND US; AND WE RE-ESTABLISHED OUR CLB TO 4000 FT. WHEN WE ADVISED DEP THAT WE HAD RESPONDED TO AN RA; HE ASKED FOR OUR HDG AND ALT; AND SEEMED SURPRISED THAT WE WERE NOT COMPLYING WITH THE DEP PROC. I TOLD HIM THAT WE HAD BEEN CLRED FOR THE CLB AND INITIAL HDG FOR VECTORS TO JOIN THE DEP; AND AFTER A QUIET MOMENT HE XFERRED US TO ANOTHER FREQ. IT APPEARS TO ME THAT VNY TWR AND SOCAL DEP DID NOT ADEQUATELY COORD THE REVISION TO OUR INITIAL CLRNC; AND SOCAL DID NOT KNOW OR FULLY UNDERSTAND THE RAMIFICATIONS OF OUR CLB TO 4000 FT WITH NO INITIAL LEVELOFF AT 1700 FT (AS WE WOULD HAVE PER THE NEWHALL 6 SID IN THE ABSENCE OF OUR AMENDED CLRNC). IMPROVED COM IS NEEDED BTWN TWR AND DEP. ATTENTIVENESS TO HOW CHANGES TO THE SID CLRNC WILL AFFECT TFC FLOW IS ALSO NEEDED.