2004 Chevy Suburban Coolant dissapearing and Oil turning to

Engine Cooling problem
2004 Chevy Suburban 6 cyl Four Wheel Drive Automatic

I have gone through five bottles of coolant since December '09 and two oil changes. However, there is no sign of any leakage of any coolant on the ground. I dont' know where its going. I had an oil change in December. In January, the oil looked like so bad it needed to be changed again. This past Saturday the dash oil level went to zero and the temperature gauge showed overheating. We added another 4 quarts of oil. We pulled the filter and it was covered in sludgy oil, the consistency of honey. The mechanic said it was the worst he had ever seen. The Oil meter went to normal after adding the oil, but five days later started falling again with the temperature rising as well. We added another half bottle of coolant but it is still overhearing.

This all started when the heater started blowing cold air at the beginning of the winter. Once I added coolant, the heater would come back on. I've had to add coolant almost every two or three weeks. I've had three mechanics look at it and get blank stares from them.