A little go-around assurance

After a particularily fateful flight into St. Louis, I just wanted to make sure that when you say that you have missed an approach, but say nothing about flying the PMAP, ATC will eventually vector you to final.
I was low on fuel do to a short flight an unexpected headwind strength. Winds gusting to 35 in St. Louis, I was an idiot and didn't go visual (this happened like 4 months ago, before I learned ILS can't handle a xwind), missed the runway and declared a missed approach. ATC proceeded to give me a vector that appeared to be setting me up on the downwind. Never did get that second vector. Ran out of fuel and into the forest I went. Fun.
So, from your experience, ATC does eventually give you a vector right? And btw, while we're at it, if you say you're flying the published, what do you do? Does ATC just let you vector yourself or what (I know what you do in real life, was wondering about fs)?
I was low on fuel do to a short flight an unexpected headwind strength. Winds gusting to 35 in St. Louis, I was an idiot and didn't go visual (this happened like 4 months ago, before I learned ILS can't handle a xwind), missed the runway and declared a missed approach. ATC proceeded to give me a vector that appeared to be setting me up on the downwind. Never did get that second vector. Ran out of fuel and into the forest I went. Fun.
So, from your experience, ATC does eventually give you a vector right? And btw, while we're at it, if you say you're flying the published, what do you do? Does ATC just let you vector yourself or what (I know what you do in real life, was wondering about fs)?