What happened here? Heading 92 is >5 degree from 85.
With 30+ kts crosswind, did you point your aircraft's nose to 85 or did you fly in a way that your flight path is heading 85?
I must admit that I don't remember right now what PF3's ATC expects here. Dave?
It should expect heading, not track, no?
The problem here is not the nagging - when flying manually, it does happen to me that I deviate more than 5 ° (or a couple of hundred feet altitude, as I can see in the logs

), and I guess in that case it's appropriate for ATC to nag. The real problem is that ATC doesn't "move forward" according to the situation. Meaning: You can see in the logs at around 2:10 PM I captured the localizer runway 23R while flying heading 92 or 94. But ATC was "stuck" on waiting for me to turn to 85, it didn't clear me for the approach, as it should have shortly before - at least that's the way I remember it. And I'm pretty sure that happens as well when one isn't on the commanded altitude: If one's deviation in heading or altitude is too big at the moment ATC were to issue the next command, it doesn't, and it that command then never comes. As well as the following ones, I think.