I have seen several head gasket failures that didn't pump coolant out the exhaust. A cracked head or cylinder wall could also cause the problem. I can offer one more possibility that I have seen exactly once, in a Pontiac 301 ci engine. On this particular engine, the piston pin was walking out of the top of the connecting rod, and carving a trench in the cylinder wall. Until the trench becomes significant, tne only sign will be a mysterious overheating complaint. It is starting to sound as if the engine needs to come apart, so a more thorough inspection of engine components can be carried out.