2000 Audi A4 Slight overheating

Hello,

In the last few weeks, the oil temp and coolant temp are running a little high. The coolant gauge sits at the middle, like it should for about 10 miles, then, as the oil temp starts going up, the coolant temp sits at the first dash after the middle of the gauge and oil temp stabilizes at 225Â ºF (used to stay at ~180Â ºF).
Also I noticed by taking the oil dipstick that the oil seems to be thinner and routinely has bubbles in (coolant in the oil?). I did notice some coolant has been disappearing. My first guess was bad head gasket, but I see no smoke or condensation in the exhaust. Also the coolant is pink clear and I can't find any oil in it, like I would expect if it was a bad gasket. I'm leaning to a bad oil cooler, that would explain the coolant in oil but don't know if that would justify the moderate overheating.