B737-300 FLT CREW HAS A TRACK AND HDG DEV DURING APCH.

Narrative

IT WAS THE SECOND LEG OF THE FIRST DAY OF A 3-DAY PAIRING. THE PLANNED FLT WAS TO MDW. WX FORCED US TO DIVERT TO ZZZ. WHILE ON VECTORS WITH APCH FOR THE ILS TO RWY 4L AT ZZZ WE HAD NUMEROUS INSTRUCTED CHANGES IN HDG AND ALT. I WAS FLYING AND HAD THE AUTOPLT COUPLED. THE CTLR GAVE US A HDG AND DSCNT TO 3000 FT MSL AND INTERCEPT THE LOC TO RWY 4L. WE WERE INTERCEPTING THE LOC WHEN THE CTLR TOLD US WE WERE GOING THROUGH FINAL AND TO HEAD 360 DEGS AND CLB TO 4000 FT MSL TO REINTERCEPT. I IMMEDIATELY DISENGAGED THE AUTOPLT AND COMPLIED WITH THE INSTRUCTIONS. THE CTLR CALLED OUT TFC ON FINAL FOR RWY 4R AND WE ACKNOWLEDGED. WE WERE NOW HIGH ON GLIDE PATH AND SO I ASKED FOR FLAPS 40 DEGS IN ORDER TO GET BACK TO GLIDE PATH. THE LNDG WAS UNEVENTFUL. THERE WERE NO TCAS ADVISORIES DURING THE EVENT. I FEEL THAT WE FOLLOWED THE CTLR'S INSTRUCTIONS PRECISELY AND THAT THE INCIDENT WAS DUE TO POOR VECTORS. SUPPLEMENTAL INFO FROM ACN 716768: THERE WAS A SIGNIFICANT TAILWIND AND THE ACFT CAPTURED THE LOC AND TURNED L 30 DEGS OF BANK TO THE LOC COURSE OF 044.