Sorry to hear that. At least you've got a nice new headgasket i.e. it wasn't a complete waste of money.
When you make your new post just write everything that happens when the car warms up in as much detail as possible and I'm sure people will be able to sort you out. E.g. do the rad pipes stay cold, what happens with the oil/water temp, what has been tested/replaced etc.
Having re-read this thread, it seems like the only problem in reality was that water was escaping the oil cooler pipes. In this case, have you replaced the pipes and clips?? The boiling over of the coolant can be completely normal with the cap off as the system is supposed to pressurise eventually. Anyway, post a new thread and try and be as clear as poss!
Good luck!