mgzr 03 reg 1.4 coolant boiling problem

hi, can anyone help me my coolant tank is boiling up , I have no leaks anywhere, I bleed the pipes and my heater is blowing warm air out,i checked the oil dipstick and cap no mayo anywhere, sometimes I have white smoke coming out off exhaust not all the time, I stop and either tighten or loosen the coolant expansion cap the white smoke stops, I have changed the cap. when I stop the coolant disappears I can hear it running down the pipes, the coolant tank is empty but as soon as I drive the car a few miles its full and boiling. Could there be a blockage somewhere ??. the temperature gauge works and stays just under half way, it doesn't overheat , apart from the coolant problem it drives fine, its doing my head in please help x

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