Sounds to me as though the screw on cap on your header tank may be dodgy. You may also need to bleed and refill the coolant, run the car up to temp with the header tank cap off and the heater controls right over to the hot side, check coolant level when the stat activates and the bottom rad hose becomes warm. You could squeeze the pipes as well at this point, you may be suprised by the amount of air which escapes through the header tank.