First of all, the OP reported he was instructed to "fly direct". So, where does all this talk about being "cleared" (and changing the clearance) come from? It is a legitimate instruction and commonly given. AND... it does not change the clearance limit. The controller was helpful. (S)he told the OP what to expect so that he can look it up (or set it up)... then allows him to fly to a fix on the approach (which he will now recognize because he was given what to expect). I love it when controllers do that.
As to the OP's question, I would fly inbound to the airport upon reaching DOWDY but remain at 2500 feet. If still no instructions, I would fly the missed. After that, if I determined there was an honest comm failure, I would put myself back on the approach (I haven't looked at the approach so I'm just assuming there's a reasonable way to do that) because that is what is "expected" (remember that instruction of what to expect?). And, for the same reason, if I determined there was a comm failure before I got to DOWDY, I would fly the approach.
Someone said the instruction to "expect" does not mean much. A very unfortunate comment because part of the loss comms procedure (I think all IFR pilots are still supposed to follow) is, for routing, to fly what is assigned, vectored, EXPECTED, filed. That instruction declared what is expected. I think it meant a lot.