Lost comm -- what would you do?

Roy Smith wrote:

I don't think there's any right answer to this, it's just an
interesting exercise in PIC decision making ability to figure out what
the right thing to do is.

At least you've a fix towards which you can fly. A common clearance out of
CDW towards the west is "180 vectors Lanna V30...". This is even given to
aircraft /U...which would find it tough to fly direct to Lanna.

In practice, we'd fly "SBJ Lanna..." but I still find it an odd clearance.
In fact, I'd go so far as to call it one of my pet peeves regarding
routing.

Similarly odd is a clearance like "STW direct KCDW" or "COATE direct KCDW".
Neither STW nor COATE are initial approach fixs, so what should be done?
In RADAR and COMM, one is vectored to final. But in a communication
failure? Fly to SAX (which is an IAF for CDW's LOC22)?

[Assuming IMC, of course.]

- Andrew