Any missed approach is reported by an Air Safety Report - or at least should be. A transgression of the NTZ does not mean that an airprox has happened - that is why the procedure is in place to avoid an airprox. While the captain may have told you it was a go-around (to avoid uneccessary and complex explanations), it is quite possible that it was a break out manoeuvre. Either way, both procedures are routine events and not emergency procedures, as such neither implies any loss of safety - rather the reverse.