Yes, I heard it. On a 30-minute segment of ATC recording in real time. Several minutes before the go-around. The Challenger read the cross-and-hold-short directions wrong, in a completely confused way the first time. Then the controller said (paraphrasing) ‘no, that’s incorrect. cross runway xx and hold short of runway 31C’. So then the Challenger read it back quickly but correctly, though it did sound as though he didn’t have SA at that point, and would have to look up what he just read back. Just my feeling — so yes, they may have been somewhat lost at that point.
I agree, and Midway is a very easy place to get lost if you are not familiar with the field—lots of real close runways and crossing runways.