Hi, Martin. In my installation, the Go-Around button switches the AP mode to PITCH and ROLL and the flight director commands a +7 pitch attitude and wings level (that value varies with aircraft type). I have to add power and retract landing gear and flaps. When flying a published MAP, I would then confirm or switch the CDI to GPS mode and select either HDG or NAV mode for lateral guidance and IAS mode for the climb to the initial MAP altitude. Some installations allow the system automatically to switch the CDI source to GPS (e.g., if you've flown an ILS, LOC, or VOR procedure). But regardless, as you climb out, you need to confirm the navigation source and select the appropriate lateral and vertical modes to continue flying the procedure. In other words, the Go-Around feature essentially starts the miss by establishing the airplane in a stable, wings-level climb attitude. You must still switch the navigator out of suspend mode, etc.

I have the yaw damper, which makes the AP a 3-axis system.