A LR35 PILOT ON THE MDW FOUR DEP WAS ASSIGNED HDG 260 DEGS AFTER TKOF. DURING TURN ATC QUESTIONED PLT; MAKING HIM UNCERTAIN ABOUT THE CORRECT PROCEDURE.

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ON EXPEDITED DEP FROM MIDWAY (MDW); RWY 4R; CLRED FOR L TURN TO A HDG OF 260 DEGS; MAINTAIN 3000 FT. TEXT FOR TKOF RWYS 4L/R: (READS) NBOUND DEPS ASSIGNED HDG 360 DEGS (CW) THROUGH 080 DEGS; TURN R CLB ON HDG 100 DEGS UNTIL LEAVING 2400. THENCE VIA VECTOR TO ASSIGNED RTE. DME EQUIPPED ACFT: COMPLETE INITIALLY ASSIGNED TURN WITHIN 4 DME OF MIDWAY. MAINTAIN 3000 FT OR ASSIGNED LOWER ALT. EXPECT CLRNC TO REQUESTED ALT 10 MINS AFTER DEP. SINCE WE WERE NOT ASSIGNED A HDG FROM 360 DEGS (CW) THROUGH 080 DEGS; WE DEPARTED WITH BEST NOISE ABATEMENT CLB FOR 3000 FT MSL; AND BEGAN A 25 DEG TO 30 DEG L BANK AT 2200 FT AND AN AIRSPD OF 200 KTS TO STAY WITHIN 4 MI RESTR; ASSUMING THAT WOULD OTHERWISE CONFLICT WITH O'HARE TFC; SHOULD WE NOT COMPLETE OUR L TURN WITHIN THE PRESCRIBED 4 MILE LIMITS. APCH CALLED ASKING ABOUT OUR ALT AND IF WE WERE TURNING AT THAT TIME. WE ACKNOWLEDGED THAT WE WERE OUT OF 2300 FT AND COMMENCING OUR L TURN. WE CONTINUED AROUND TO OUR ASSIGNED HDG; STAYING WITHIN 3 DME OF MIDWAY; BUT APPARENTLY APCH SEEMED TO IMPLY THAT WE SOMEHOW HAD MISINTERPED THE DEP SOMEHOW. I AM STILL CONFUSED AS TO WHAT ALTERNATE INTERP OF THIS PUBLISHED PROC HE SEEMED CONCERNED ABOUT? THE PROC'S WORDING; I CONFESS IS SOMEWHAT DIFFICULT TO INITIALLY UNDERSTAND; BUT THE CTLR'S CLRNC SEEMED TO BE QUITE SPECIFIC. I WOULD SUGGEST PRODUCING A CLEARER PHRASING OF THESE DEP PROCS TO HELP US ELIMINATE THIS APPARENT CONFUSION; AND AVOID ANY HAZARDOUS CONFLICTS WITH O'HARE TFC. CALLBACK CONVERSATION WITH RPTR REVEALED THE FOLLOWING INFO: REPORTER STATED THAT THE DEPARTURE PROCEDURE ONLY REFERENCES A PROCEDURE FOR ACFT HDG 360 DEGS THROUGH 080 DEGS. SINCE THERE IS NO EXCLUSION FOR OTHER DEPARTURE HDGS THE REPORTER BELIEVES THAT ANY ASSIGNED HDG OUTSIDE OF THAT WINDOW SHOULD TURN TO THE ASSIGNED HDG. THE WRITTEN PROCEDURAL TEXT SHOULD BE SPECIFIC FOR ACFT OUTSIDE THE 360 DEGS TO 080 DEGS AND STATE THAT A TURN SHOULD BE MADE WHEN ABLE TO THE ASSIGNED HDG; MAINTAIN 3000 FT. THE REPORTER STATED THAT PART OF THE CONFUSION WAS ALSO DUE TO THE FACT THAT WHILE ON THE RWY HOLDING FOR TKOF; ATC CHANGED FROM THE CICERO TWO TO THE MIDWAY FOUR. THE CREW THEN FELT THEY DID NOT HAVE SUFFICIENT TIME TO THOROUGHLY UNDERSTAND THE DEP; ADDING AN ELEMENT OF SELF DOUBT TO THE ENCOUNTER WITH ATC.