Radiator

You didn't say under what conditions this occurs so my best recommendation is to have a chemical test performed at the radiator for a leaking cylinder head gasket. That involves drawing air from the radiator through a glass cylinder with two chambers partially-filled with a special dark blue liquid. If combustion gases are present, the liquid will turn bright yellow. Those gases can pool under the thermostat and prevent it from opening. Thermostats have to be hit with hot liquid. Hot air won't do it.