If it is not an external leak, the only place for it to go is internal, and be processed through the exhaust. I assume you checked for water in the oil, it is somewhat rare but is possible. Headgaskets, or internal leaks due to head bolt failure is much more common. You also need to check for external leaks at all temperatures cold and warm, to rule external leaks out. If you feel you can rule out external, I would suggest a block test of the cooling system for presence of combustion gases.
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Wednesday, February 2nd, 2011 AT 5:31 AM