After some time, the engine overheat indicator lights up?

Car somewhat struggles to fully perform when going uphill. After some time, the engine overheat indicator lights up. After checking with the local mechanic, I changed the head gasket (checked the engine head for any leaks. No leaks), changed the thermostat valve, changed engine oil and coolant and cleaned radiator. But I still have the same problem. It does not happen often as before. But the issue is still there.