You know the common phrase one yells when they see something flying towards someone else, “Duck!”, which lets the other person know they need to move under something or to avoid being hit by whatever is coming there way.
Your friend, let’s call him Bob, sees that you are about to get pelted with a ball. Bob yells “Duck!”, you move and the ball avoids hitting you. Thank? you, Bob.
So you’re flying, under the control of approach maintaining an assigned of 11,000ft. There’s a mountain peak directly ahead at 11,500ft, 7nm, 6nm, Bob your co-pilot sees the aircraft and alerts you to move, 5nm away now. Do you, A, immediately move out of the way of the mountain then request an altitude change or, B, request an altitude change and maintain heading and altitude.
Common sense says, Duck, move out the way, Bob knows what he’s talking about. You wouldn’t fly your 135 passengers into the hill, you’d move. Bob wouldn’t need clearance to warn you about the ball that’s about to whack you in the dome either, he just yells “Duck!” and you move
You don’t need clearance from approach to move from a terrain conflict like that. Check your surroundings and avoid the conflict, request an altitude change, live another day.