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How can you actually display the missed approch procedures on the MFD correctly? They are contained in the FMC, but are not, or very often not correctly displayed on the ND?
On the FMS NAV page, you can activate the Approach and also the missed approach.
The FMS and map are not perfect in how they handle these things from place to place. First, did you arm (not activate) the approach in the FMS? If that doesn't work, try a DTO or a VNAV to the first fix on the approach.
I've made several flights in the meantime. Everything went according to plan. Probably forgot to delete the discontinuity between Airport and Missed approach procedure. Also I never explicitly armed the missed approach on the Nav-Page of the FMC.