How do I know if I need new head gaskets?

1998 Mercury Sable GSL, 103,000 miles, automatic transmission- engine was overheating, losing antifreeze. Mechanic replaced thermostat, flushed out radiator, put in new antifreeze. Soon after, we had no heat. (It was August so it wasn’t noticed right away!) Brought it back and they found large amount of air in cooling system. They flushed the heater core, then told us temperature runs normal with cap off, increases with cap on. They suspect internal engine compression leak (head gasket). How can this be verified as a head gasket problem, or could it be something else? Now, in Sept, we are back to the no heat issue. Mechanic suggests -take it to Ford dealer. Are there tests that a dealer can do that the average mechanic cannot?
What are they able to check for that a regular mechanic can’t, short of taking the engine apart? Our regular mechanic doesn’t want to get into a head gasket replacement- feels he’ll open a Pandora’s Box once he takes the engine apart. How true could that be? We’ve never had any major problems with this car up until this time. We aren’t sure if we should go through the expense, but rest of car SEEMS fine, so far.