Ok here's how I bleed the bastids, header cap off, thermostat plastic cap out and replace it wif new one cos there ****e, radiator plastic plug out as well. Fill yer radiator as much as you can squishing yer radiator bottom hose to get rid of any air, use hot water it's easier, fill next through the thermostat plug untill it comes out the radiator then replace the plug, wif new one. fill up the thermostat now as much as you can then start filling through the header tank until it starts running out the thermostat. if it's completly filled when you squish the bottom and top rad hose you will be aware it's full by the feel.
Start the engine now, cap still off, and keep an eye on the water levels, make sure your heater controls are set to hot, run the engine keeping a check on the hoses they should be starting to pump the water around the heater hoses, bring the revs up to bring the temp guage up and once the thermostat opens you should see a bit of water flow, by now your heaters should be working, fit the header cap and run right up to pressure test it.
If you have a head problem then at some point in this process before the cap is fitted it will be chucking your water out. Give it a good test close to base in case you get problems and take hot water with you to top it back up in case.
The only thing that comes to mind here is that you have fitted the thermostat the wrong way around, the deep bit goes into the engine, thus when the engine, which heats the water opens it it sends the water around the engine. The wrong way means it only opens under severe temp once the engine heat is transmitted through the body of the thermostat but once the water circulates it shuts it immediately, and since the wax pellet part is at the wrong side only severe temp will open it again, by this time you have chucked your water out and air locked it, no heaters.