I would agree with air being in the system.
Park your car on a decent incline. Take off cap and squeze the lower hose a bit, fill. Fire it up, cap off, and fill. May have to repeat a couple of times.
When installing a new thermostat. I always drill two small holes on either side of the bridge of the stat, equal space between the edge and center. This lets air through when the stat ain't opened yet.
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