If you're losing coolant and can't find any external leak, the most likely suspect is a leaking cylinder head gasket. That will also prevent the thermostat from opening. Combustion gases can pool under the thermostat. Thermostats open in response to hot liquid, not hot air. Your mechanic can perform a chemical test at the radiator to check for a leaking head gasket. It only takes a few minutes.
Also, two things can cause the engine to overheat when the thermostat is removed. If enough combustion gases get into the cooling system, the coolant won't circulate through the radiator. The water pump is not a positive displacement pump. It simply nudges the coolant along. It can't push it up high enough when there's air in the system. The second possible cause is the hot coolant circulates too rapidly and doesn't stay in the radiator long enough to give up its heat. Even an engine with no other problems can overheat when the thermostat is removed.
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Thursday, June 5th, 2014 AT 1:22 AM