Hello, i recently have flown into LPMA and the ATC told me to hold at PILIM and i did so, then they told me that i was cleared RNP approach rwy 05 and cancel the hold at the next waypoint. And I did so, continued with the RNP approach without the hold and 2 seconds later ATC asks me what am I doing and they told me to change the heading. I don’t know what have I done wrong so i would really appreciate it if someone would clarify it to me.
Sometimes things change every couple of minutes. The instructions given may need to be changed as you proceed. Sometimes the communication exchange isn’t successful. What ATC expect isn’t what the pilot hears.
A good ATCO will provide situational awareness to the pilot. E.g. due traffic (the reason), cancel the STAR, turn left HDG 180, expect vectors.
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hello, I am the ATC
you where just over PILIM starting the turn to the outbound leg when I told you was “on the next inbound leg, cancel the hold, cleared for the RNP”
so that means continue the hold, perform the entire outbound leg, come back, and ONLY then, when you are reaching PILIM again, you need to be leaving the hold and continue with app.
This would have given the sufficient delay to the previous inbound. Since instead of completing one more hold you exited and immediately went for the approach, there was not enough separation, and so I had to give you the vectors to delay you again
Hope this is clear enough @1791028 , let me know if not!
Btw, when I asked on the freq what part got you confuse, it was an honest question, as I realized you were a bit confused 
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I tend to keep the phraseo simple, with our virtual pilots: “complete this holding, then cleared XYZ approach”, but that’s just me. Not that your instruction would have been unclear (to us).
EDIT: “hold” => “holding”
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Thanks I got it now. You said „On the next waypoint cancel the hold” I thought I needed to exit the hold at the next waypoint and not on the next leg. Sorry for not understanding and btw you were doing an excellent job as the controller managing so many flights.
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That’s how you learn and a few others as well, because they are reading this discussion
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A normal 1 minute leg hold takes 4 minutes to complete. The ATC was buying time and was expecting you to fly the full hold until you reach PILIM and then continue with the RNP. By leaving PILIM you would also be on the expected track that the ATC expected.
An alternative way for the ATC could have been to give you an approach time. So in that scenario you need to be at the approach point (which could have been PILIM). In that scenario you still fly the hold but it might be that you have to make the outbound leg shorter to arrive at the approach time on time.
This is not done in the real world, at least not in Europe.
We do it in Africa if the radar fails or is just non-existing. But I guess in VATSIM the radar is never failing. 
It’s also done in Australia (see this video from roughly a year ago, e.g.) and from what I gather it even happens in airspace where ATC has radar available there.
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That may well be, but overhere there’s radar service in almost all places. I have landed and departed IFR-VFR to/from very few non-radar airports in Europe and ATC never used this kind of procedure/technique. They just tell you to fly a full hold, or two (or whatever is necessary) and then start your approach.
In the context of the approach to Madeira that we are discussing in this thread, approach times are not relevant. They provide radar control services and the few times that I have been there IRL and on VATSIM we never had to hold or delay our approach otherwise.
Here on VATSIM the main thing is: how can you trust a) pilots know what an “approach time” is and b) that they will comply with it.