Loss off water and massive cloud of steam from exhaust on my BMW 320D e91

Hello I bought a 2006 bmw 320d 2 month ago and have had nothing but problem after problem with it. The car is using all its water within 5 minutes of running the car and filling the road behind it with a white misty vapour not smoke more like steam and all the water disaperes. The garage we bought the car from put it into the mechanics they use and they have come back with the idea of it being caused by the dpf and an airlock in the coolant system I assume this is wrong and they are trying to fob me as I was under the impression that for the steam to exit the exhaust the water must be getting into the engine and evaporating which I thought would be caused by cylinder head troubles. Could someone please give me some advise on wether or not the mechanic could be right as it doesn't make sense to me. The car also has a brake pressure sensor fault which is apparently being repaired as we speek. Thanyou lee