Date: 201506
Local time of day: 1201-1800
Location: MMLO.Airport, FO
Flight conditions: IMC
Weather elements / visibility: Thunderstorm
Light: Daylight
Aircraft: Medium Transport
Operator: Air Carrier
Operating under: Part 121
Flight plan: IFR
Mission: Passenger
Flight phase: Descent
Reporter organization: Air Carrier
Reporter function: Captain; Pilot Flying
Reporter qualification: Flight Crew Air Transport Pilot (ATP)
Human factors: Confusion; Communication Breakdown; Distraction; Workload
Anomaly: ATC Issue All Types; Deviation - Track / Heading All Types; Inflight Event / Encounter CFTT / CFIT
Detector: Person Flight Crew
Result: Flight Crew Took Evasive Action
Contributing factors: Airport; Human Factors; Procedure
Primary problem: Human Factors

Narrative: Going to Leon; Mexico the first officer and I briefed the VOR DME 2 Runway 13 prior to our descent. We knew we had 2 threats so we talked about the terrain and the weather doing the briefing. The weather was 2;300 feet broken with some scattered clouds at a 1;000 feet there was some good buildup's to the North and northeast of the airport. And we knew that there was terrain North of the field. The First Officer (FO) had her radar up scanning for weather and I had terrain up on my side. I was the pilot flying and had magenta on my side and she was backing me up in green conventional.In the descent we were already direct MANTA a fix given to us by the previous controller Monterrey which was just before the initial approach fix for the approach. As we were in the descent there was a buildup in front of us so we ask ATC to deviate 30 degrees to the right of the buildup and ATC granted the deviation. At that point ATC handed us off to approach control there in Leon; we told them when we checked in that we were deviating for weather but now we were clear of the weather and would like direct Manta which is on the approach and the fix just before the initial approach fix. Approach control told us just fly a heading of 195 degrees; and we did but then we told him that again that we would just like to go direct Manta which was only 35 degrees of our nose. And he denied us again and told us just fly heading 195 for vectors to join. So we complied with his instructions.On that heading there was some clouds but nothing convective and no buildups just broken and scattered clouds. We did ask him for lower and he ask if we were VMC and we told him No that we were IMC. So he told us ok stay at that altitude which at 14;000 feet. At that point we were in and out of the clouds. At this point he started giving us step downs in altitude. Vectoring us on a 195 heading to join the 123 inbound. At that point we slowed up even more to reduce workload. We both understand when workload goes up SA goes down. We did not bust any altitudes given to us in the step downs; he gave us 12;000 feet then 11;000 feet the lowest was 9;000 feet which he was vectoring us inside the 335 radial on the approach. The altitudes he gave us also match on J13 which was to our right. The controller had complete confidence in his vectoring and stepdown. And this altitudes that we were going to where the same altitudes that we briefed.I was uneasy because the only altitude we could reference was off of J13 and we were in-between J13 and the 335 radial off of BJX. The (FO) was scanning for weather and backing me up but had no DME at that time and I was scanning terrain and adjusting the MAP ring in and out. Terrain mapping was showing normal but At this time I did not feel good about the vectoring and step downs; and at that point I notice the RA starting to count just before I could say anything to my (FO) we got a EGPWS terrain warning.I immediately pitch the aircraft up and advanced the power levers to max. We climbed to 12 or 13 thousand in not sure what altitude. In the climb the FO told the controller that we got a terrain warning and the we were executing a miss approach and climbing. After level off we were 2 miles just southwest of the field in the clear. We demanded from approach that we go do East to set up for a different approach we were at 12;000 feet 200 knots. Clear skies we went out about 5 miles then turn back West with their approval. We brief the VOR DME 1 Runway 13. We could see the runway from our position just a few scattered clouds we did the entire approach without any incidents.The lesson learned this day was we had some good threats which was the weather and the terrain but we had a good plan to trap these threats we planned on getting down early slowing the aircraft early and starting the approach at manta and shooting the DME arc CAMPA approach to Runway 13. After our deviation around the weather being denied twice to go to Mantato start the approach was frustrating. The controller was persistent on giving us vectors to join. How much should we have challenged him about going to Manta for the approach? We don't want to hinder there operation nor do we want to compromise our safety. I will for now on be even more vigilant about taking vectors in critical terrain airports. The 10-7 remarks talk about the EGPWS may go off at lower altitudes but when we got the EGPWS we relied completely on our training that we got out of [ an advanced] Training program. I am so thankful for the program for it is real world training.




Synopsis: A flight crew deviating for weather on approach; twice requested and were twice denied clearance to a fix on a charted instrument approach. Instead the controller issued vectors and stepdown altitudes. They received an EGPWS warning. They executed the Escape Maneuver and then returned and flew a different approach in VMC conditions.