On 23 January 2020, a Bombardier CRJ700 making a HUD-supported manual Cat 3a ILS approach to Lyon Saint-Exupéry in freezing fog conditions deviated from the required flight path localiser and reached a minimum of 265 feet agl before a go around was initiated without initially being flown in accordance with standard procedures. The Captain involved was relatively new to type and had not previously flown such an approach in actual low visibility conditions. The Investigation was not able to determine exactly what contributed to the approach and initial go around being misflown but identified a number of possible contributors.