I've lived the same saga with my van a CXGB engine - and in the end it was a tiny tiny hole in the cylinder head which was only found because originally it got to the point where we were convinced it was the head gasket, (because we had gone through the list of everything else to check/replace EGR, thermostat etc,) and then they opened up the engine and where worried because the head gasket was fine - so they took the head off and submerged it to find that a small hole in cyclinder 3 was there. New cylinder head, water pump and cambelt replaced and 5000 miles later we're all good! No more coolant loss.