2005 Chevy Silverado Coolant hot

Last month I get the "engine coolant hot" message. I checked everything over and find only that the coolant was low, but the system still had a lot of pressure after 7 hours of sitting idle. I had a mechanic check it over. No signs anywhere of drips, leaks, stains, no smoke, no smells. I replaced the thermostat and checked all hoses.
Today, I get the message and the engine started to overheat. Again, no signs. This time, no pressure when I popped the rad cap. After lots of researching, there's no coolant in my oil or smoke, so I do not believe a gasket or cylinder head to be the issue. I did read that there may be a possibility of a "pinhole" at the waterpump and cooloant is burning off the hot engine, but still. No signs of a leak? Really frustrating.
Where else should I look?