Date: 202004
Local time of day: 0001-0600
Location: ZZZ.TRACON, US
Flight conditions: Mixed
Weather elements / visibility: 5
Light: Night
Aircraft: B757-200
Operator: Air Carrier
Operating under: Part 121
Flight plan: IFR
Mission: Cargo / Freight / Delivery
Flight phase: Other missed approach
Airspace: Class D ZZZ
ATC / advisory: TRACON ZZZ
Reporter organization: Air Carrier
Reporter function: Pilot Flying; Captain
Reporter qualification: Flight Crew Air Transport Pilot (ATP); Flight Crew Instrument; Flight Crew Multiengine
Human factors: Workload; Fatigue; Situational Awareness; Distraction; Confusion; Time Pressure
Second reporter function: Pilot Flying
Anomaly: Deviation - Altitude Overshoot; Deviation - Altitude Crossing Restriction Not Met; Deviation / Discrepancy - Procedural Published Material / Policy; Deviation / Discrepancy - Procedural Clearance; Inflight Event / Encounter CFTT / CFIT; Inflight Event / Encounter Weather / Turbulence
Detector: Person Air Traffic Control
When detected: Other missed approach segment
Result: Air Traffic Control Issued Advisory / Alert; Flight Crew Became Reoriented; Flight Crew Requested ATC Assistance / Clarification; Flight Crew Executed Go Around / Missed Approach
Contributing factors: Environment - Non Weather Related; Weather; Airport; Human Factors
Primary problem: Ambiguous

Narrative: While en route to ZZZ we received a NOTAM indicating the runway edge lights were INOP for XX/XY.  I discussed my plan with the First Officer to shoot the approach to Runway XX and see how it looks; thinking there were still runway end identifier lights.  I briefed the approach emphasizing terrain being the biggest threat.  If it didn't look safe we'd execute a go-around and divert to our alternate (ZZZ1).  On arrival; ZZZ TRACON informed us a prior aircraft had reported the lights out and if we went missed to fly the published missed and ZZZ1 would be the alternate.  During the approach; we were notified by someone on CTAF that all the runway lights were out including the runway end identifier lights.  We broke out of the bases prior to the 1;000 feet call and continued to the 500 feet call when I called for a go-around.  The go-around started out well following SOP's.  I requested the A/P on right away and we contacted ZZZ TRACON while climbing.  This is when things started going haywire.  ZZZ TRACON gave us a climb to 4;300 feet and a right turn to VOR.  The airplane was rapidly approaching 4;300 feet and I focused my attention on altitude; selected V/S to slow the descent.  We ended up passing 4;300 feet by about 300 feet and I V/S back down to 4;300 feet.  The First Officer reported that we had passed 4;300 feet and ZZZ TRACON responded climb to 6;000 feet.  I didn't hear the climb to 6000 feet instructions.  After a short time I notice we weren't turning to VOR and engaged HDG SEL and entered a right turn towards VOR.  A few seconds after initiating the turn; ZZZ TRACON called a terrain warning climb 6;000 feet turn right direct PDZ; we were already in the turn and I FLCH'ed a climb to 6;000 feet.  Once we were headed towards PDZ and at 6;000 feet there was a little confusion to which runway ZZZ1 was using.  ATIS was calling for 26's but ZZZ TRACON said they were landing the 8's.  We were able to load the approach and land without further incident.   The First Officer and I talked about the event later and neither of us remembers seeing any EPGWS warnings or cautions from the aircraft.  I was pretty task saturated for a short time; so there could have been.  We also discussed why the aircraft wasn't tracking correctly with LNAV engaged and couldn't figure it out.  Had we not sequenced the box correctly?   I talked with Dispatch after landing and he saw that we received the NOTAM for the HIRL but not the REIL's being U/S.  He told us that we were scheduled to give it another try in 45 minutes; but I called at that point.  I felt; fatigue; contributed to this event and filled a fatigue reported for this event.   I would have done a few things differently.  1.  Not even attempt the approach; coordinate with dispatch much sooner about diverting to our alternate.  2. Keep a better scan.  I was overly focused at maintaining altitude and not aircraft track.


Second narrative: On a scheduled night flight [to] ZZZ; we received a NOTAM via ACARS that the ZZZ runway edge lights were unserviceable.  We discussed the consequences of the NOTAM and determined that some runway lighting; such as the runway end identifier lights; should still be operative.  We agreed to attempt an approach and execute a missed approach if necessary; and we reviewed the missed approach procedure; which included a climb to 2;000 feet followed by a right turn to avoid terrain and a final altitude of 6;000 feet.  The missed approach procedure was correctly programmed in the FMS following the ILS XX.  We checked in with ZZZ approach; who informed us that a prior aircraft had reported the runway lights inoperative; if we needed to fly the missed approach we should fly it as published; and confirmed with us that ZZZ1 would be the alternate.  There was no Tower operating at ZZZ; so on a 10 mile final on the ILS XX; I made a CTAF call and attempted to activate the pilot controlled lighting.  ZZZ Security responded and said the runway lights were indeed inoperative.  As we continued the approach; we were able to pick up the PAPI's; but we discussed the fact that we could not see any other lights; including the runway end identifier lights that we had expected.  With the dark; rainy conditions; we determined a landing would be unsafe and at 500 feet AGL; the Captain called go-around and executed the go-around procedures for the published missed approach.  At approximately 2;000 feet; the Captain called for LNAV; which I selected and noticed at the time that we still had not reached the departure end of the runway; so even though the procedure was a right hand turn at 2;000 feet; I assumed the Flight Director was not commanding that turn yet since we had not reached the end of the runway.  I made another CTAF call and went back to ZZZ control and informed him that we were flying the missed approach.  He acknowledged and told us to level off at 4;300 feet.  When he told us that; we were passing 4;000 feet in the climb.  I reset the altitude window from 6;000 feet to 4;300 feet; the Captain started to level off; leveled at 4;600 feet; and started a descent back to 4;300 feet.  I told ZZZ we were already above 4;300 feet and asked if we needed to descend or if we could continue the climb; and he said terrain alert; continue to 6;000 feet; turn right direct to the PDZ VOR.  I reset 6;000 feet in the altitude window while the Captain started a right turn toward PDZ and a climb to 6;000 feet.  I then put direct PDZ in the FMS and the Captain selected LNAV.  ZZZ then informed us that ZZZ1 was landing Runway XAL and he would give us vectors for the ILS.  We pulled up ATIS; which said they were landing [Runway] 26R.  I brought up the discrepancy to ZZZ; who confirmed it was [Runway] XZR; and we landed uneventfully in ZZZ1. After we blocked in; the Captain called Scheduling; who asked us to wait until daylight and fly back to ZZZ.  However; the Captain and I discussed our level of fatigue following a circadian flip and the divert; and we chose to call fatigued.  We decided our chances of making mistakes was elevated and did not feel fit to continue flying without rest.  In our debrief; the Captain and I discussed what we think caused the event and what we could have done to prevent or resolve it.  Fatigue was certainly a factor.  We should have called Dispatch to discuss the REDL U/S NOTAM when we received it; which may have prevented us from attempting the approach at all.  I am fairly certain the FMS was sequenced correctly to cycle to the missed approach; but I have no other explanation for why it did not give us the right turn at 2;000 feet.  The Captain and I should have communicated more clearly with each other to make sure we heard the same instructions from the controller and were following the correct procedures; despite the Flight Director's failure to provide the guidance we expected.  Due to our task saturation; the Captain and I didn't both hear or process the same information at the right time; so we were slow to recognize that we weren't receiving the right guidance; and I did not confirm with him that he had heard the controller's instructions; so we were slower than we should have been to start the turn and resume the climb to 6;000 feet; generating the terrain advisory from ZZZ.  And I should have voiced my concern to him at 2;000 feet when the turn didn't start; but I assumed we just hadn't gotten far enough along in the missed approach yet for the flight director to command the turn; i.e. the end of the runway; so I continued with other tasks.  I should have prioritized and focused more on flying the missed approach correctly; particularly with the threat of terrain; and put off radio calls and less important tasks for later.


Synopsis: B757-200 flight crew reported receiving an ATC climb instruction for high terrain.