Temp Gauge AND Check Coolant Level Light

2004 Range Rover HSE
Had the check coolant level light come on, stopped where my oil is changed (free top offs), they added the coolant, I drove off.
30 Miles later (15 to work 15 back from work), I park and my presurized overflow box split on the one corner and was spewing coolant. The box split where there was no seam, pretty high pressure.

I could still drive the car, but the check coolant light would come on. Eventually, every time I stopped, more fluid would spew out, eventually, nothing was left.

The last time I drove it, the temp gauge went all the way up, and I had no heat, then the temp gaguge litterely popped back to the normal range, and still no heat. About 10 mins later, the heat kicked on really fast

I went on line and checked a bunch of forums, and called a good friend of mine who does all of his own work, and based on theno heat, the fast reduction in heat, and the temp gauge, we narrowed it down to the theromsatat.

I replaced the thermostat, and filled up the coolant, but the check coolant level light continues, AND the temp gauge goes all the way to the red immediately upon starting.

This is an interesting issue, becasue each time I stopped and started the car, the temp gauge would pause where it should sit, and then popped right to red. As I continued the running and stopping, the pauses were appropriate for how the car would normally be warming up, until it sat right in the middle, paused, and then popped back to the red again.

At this point, I think it might be the sensor, but I cant for the life of me find any information on teh location of the item anywhere, plus I dont want to spend more money on the issue, until I am more certain. Leading me here.

Your help is greatly appreciated.