GPWS SOUNDED DURING MISSED APCH PROC. TURBULENCE; STRONG CROSSWIND A FACTOR.

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ON ARR AT DEST ARPT I WAS THE PF A HVY CARGO AIRPLANE AND RPTED WX ON ARPT ATIS READ 5 OVCST 2; -RF 45/41; 200/13; 29.41; LOC B/C RWY 14. DURING DES APCH AND FINAL WX WAS -RF AND TURBULENCE. THE APCH WAS FLOWN OBSERVING DME FIXES AND ALTS. SHORTLY AFTER PASSING THE 5.0 DME FIX AND DSNDING TO MDA THE WIND WAS NOW RPTED TO BE 260/14G23. I CONTINUED APCH DOWN TO THE MDA WITH GND CONTACT ESTABLISHED PRIOR TO THE 5.0 DME FIX. AT ABOUT 400' AGL WITH GOOD VISUAL SIGHTING OF RWY 14; XWIND FACTOR WAS EVIDENT TO BE VERY STRONG AND NOT SUITABLE FOR RWY LENGTH AND PREVAILING WET CONDITIONS. BOTH CAPT AND F/O CALLED FOR A MISSED APCH; PWR APPLIED; FLAPS 25 DEGS; PITCH UP; POSITIVE RATE; GEAR UP. MISSED APCH PUBLISHED ALT WAS 3000'. AT 3000' LCL APCH CALLED 'MAINTAIN 2500' RWY HDG.' THIS WAS NOT PER THE MISSED APCH ALT AND FOR A MOMENT IT WAS THOUGHT TO BE A POSSIBLE ERROR. CTLR THEN CALLED BACK SAYING MAINTAIN 3000' RWY HDG AND HANDED US OVER TO ANOTHER CTLR. DURING THIS TIME MY ALT BALLOONED UP APPROX 300-400'; BUT SHORTLY WAS BROUGHT BACK TO 3000'. I CONTINUED FLYING VECTORS FOR A VOR RWY 23 APCH WHICH WAS EXECUTED WITH A LNDG AND FULL STOP. WHILE WE WERE TAXIING IN THE TWR REQUESTED CAPT'S NAME AND ACFT REGISTRATION NUMBER. CAPT CONTACTED TWR ON THE LANDLINE AND WAS INFORMED THAT THEY HAD RECEIVED AN ALT LOW ALERT WARNING DURING APCH PHASE AND HAD OBSERVED ALT EXCURSION DURING THE MISSED APCH PROC. FOLLOWING FAC PROCS THEY WERE REQUIRED TO FORWARD A RPT TO THE SECTOR SUPVR AT SOUTH BEND. CAPT DISCUSSED EVENTS WITH LCL CTL AND ALSO INFORMED COMPANY CHIEF PLT. THIS RPT IS INTENDED TO EXPLAIN THOSE EVENTS AND OFFER SUGGESTIONS TO PREVENT FUTURE OCCURRENCE DURING MISSED APCH MANEUVERS. ACFT LNDG WT WAS APPROX 189000#; COMPANY TRAINERS MANUAL AND PROCS CALL FOR ALWAYS STANDARD MAX PWR DURING MISSED APCH. IT IS POSSIBLE THAT THE AMOUNT OF PWR USED; LIGHT ACFT WT; GUSTY WIND CONDITIONS AND TURBULENCE; COUPLED WITH SUCH A SHORT ALT CHANGE (APT ELEVATION 815'); CONTRIBUTED TO MY ALT EXCURSION; AS WELL AS THE REQUEST FOR A LOWER THAN PUBLISHED MISSED APCH ALT. (MSA ALL QUADRANTS WAS 2900'.) GREATER VIGILANCE ON ALT CTL BY MYSELF AND CLRNC TO THE PUBLISHED MISSED APCH ALT WOULD HAVE PREVENTED THIS UNHAPPY EVENT. NO OTHER ACFT WERE INVOLVED. WE WERE #1 FOR THAT APCH. THE ACFT BEHIND US ELECTED TO TAKE APCH TO RWY 23. A WX SHIFT OR SQUALL APPEARED TO CROSS OVER THE FIELD JUST PRIOR TO OUR APCH AND LNDG; FURTHER COMPLICATING BOTH OUR PROCS AND EVENTS.