Coolant problem

I recently bought a ZT 190 but I'm having coolant system problems. First thing I noticed is the heater didn't work. Then sometimes the temperature gauge hits red, then back to normal. The coolant level has always been OK. So this morning I removed the bleed screw, but nothing came out and the hose looked empty. Should I start removing hoses to see which have fluid and which don't? Or is there something else I should check?

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