I would hope to rule-out cause which are less costly, less disruptive to your use of the boat, and (when one tries everything else) one kicks oneself in the ass for not looking at first. ;^))) It's a "little" leak (I'm assuming a couple of "shot" glasses?).
While I haven't ever had this situation, it's possible that you have an issue within the water heater's heat exchanger. You need the thermostat on the engine to circulating the coolant through the water heater. I'd let it get up to temperature. The external hose connections, valve, and clamps are the first thing to look at. Then I'd open the cover plate and see if you notice anything inside the heater's "jacket" -- especially if the heater is old. Then I'd do a taste test and smell test with the hot water line. Do it after you've run the engine at both hot and cold temps from the water in the heater. (Some antifreeze may be, even though you shouldn't be using it, toxic. You really wouldn't want to be drinking it, anyway.)
Do you notice any "steam" which is different out of the exhaust discharge?
If you run the engine briefly, but not allow it come to operating temps, does the APPARENT loss of coolant still display itself?
If you don't "top-off" the antifreeze in the expansion tank for a while, does the loss continue? (i.e., is it something else that's operating.)
It's possible to have a bad cap on the engine or something similar. I know you have said you think you've ruled that out.