The loss of coolant may be a cracked exhaust manifold, a bad head gasket or the heat exchanger. Rent a cooling system test kit at your local Autoparts store. Then pressurize the system and look for leaks. If you can't find any, then drain down the system and pressurize it again. You can sometimes hear air leaking, even inside an exhaust manifold, particularly if you take off the exhaust elbow. Also disconnect the raw water hose to the heat exchanger so you can hear that one.

If it is a head gasket and you probably won't be able to hear that one, then look for bubbles in the overflow container while running at heavy load. That is a sure sign of a gasket problem.

David