Date: 201502
Local time of day: 1201-1800
Location: ZZZ.Airport, US
Flight conditions: IMC
Weather elements / visibility: Icing
Light: Night
Aircraft: Gulfstream IV / G350 / G450
Operator: Air Taxi
Operating under: Part 135
Flight plan: IFR
Flight phase: Initial Approach
Airspace: Class B ZZZ
ATC / advisory: TRACON ZZZ; Tower ZZZ
Reporter organization: Air Taxi
Reporter function: First Officer; Pilot Not Flying
Reporter qualification: Flight Crew Air Transport Pilot (ATP)
Human factors: Situational Awareness; Workload
Second reporter function: Pilot Flying; Captain
Anomaly: Aircraft Equipment Problem Less Severe; Deviation - Altitude Overshoot; Deviation - Speed All Types; Deviation - Track / Heading All Types; Deviation / Discrepancy - Procedural Clearance
Detector: Person Flight Crew
When detected: In-flight
Result: Flight Crew Executed Go Around / Missed Approach; Flight Crew Took Evasive Action
Contributing factors: Human Factors
Primary problem: Human Factors

Narrative: I was the SIC as we were being vectored for the ILS 12R approach. We were on an intercept heading for the localizer at 3;000 ft. With all anti-icing on; light icing and IMC.  As we intercepted the localizer; the Pilot Flying (PF) remarked 'the numbers are not right'. I started scanning his Flight Director (FD) and noticed that the numbers were still indicating V1; VR; V2; and all departure speeds. At that point I pointed out that I had set Vref on the Standby airspeed indicator at 143 knots. At this point we were fully configured but fast; about 180 knots. The PF asked me to confirm the landing initial page which I was in the process of doing. At some point in the approach the autopilot (AP) and autothrottle (AT) had disconnected but I never heard a disconnect chime for either. We began to slow and were moving high on the Glide Slope which I pointed out to the PF. About this time the AOA was in the yellow arc and as I said 'airspeed' we got a nibble with the stick shaker. The PF added power and accelerated. We were also right of the localizer which I pointed out. The PF mentioned that he was having trouble controlling the airplane's pitch and asked for help pushing. I noticed that the pitch trim was off so we re-engaged it. The PF said lets go around; so he added power and I retracted flaps to 20 degrees. I told tower that we were going around and he gave us runway heading and 4;000 feet. We continued to drift right on our heading which I mentioned to the PF. We were switched to departure and given an altitude of 5;000 feet. As we were passing 4;000 feet we got the annunciation 'PULL UP!! Not seeing the PF changing our pitch or power I simultaneously pulled the nose up and pushed the throttles forward. This caused us to climb above our assigned altitude of 5;000 feet to about 5;700 feet; which approach pointed out as we leveled off and began slowly descending back to 5;000 feet. We reconnected the autopilot and were vectored to the south to re-intercept the ILS; which we completed without further incident.


Second narrative: After a go-around to Runway 12R; ATC assigned a heading and cleared us to 5;000 feet. Climbing through 4;200 feet we got a GPWS warning 'Terrain; Pull Up'. We complied with the warning - advanced our power and increased our pitch per SOP & training. Once warning stopped we were at 5;700 feet - 700 feet above our assigned altitude. We returned to 5;000 feet as quickly as we could. The balance of the flight continued without incident.


Synopsis: Gulfstream IV flight crew describes a missed approach that results when the pilot flying discovers that the approach speeds have not been set. The airspeed gets low; the aircraft high; and right of the localizer before the go-around is initiated. During the missed approach; above 4;000 feet; a terrain warning sounds and is complied with; resulting in a climb above the 5;000-foot assigned altitude.