Diesel Bombers - Another head gasket question.

First let me explain what happened to my engine. Then describe what is happening with the coolant system and finally questions I have to confirm the gaskets are the problem.
One recent vacation, I found a slight water pump leak. So far away from home and no appropriate tools, I opted for some stop leak to hold it over till I got home. I would have to fill the reservoir occasionally as coolant was still slightly leaking. On one occasion, I stupidly forgot to replace the cap and lost every drop of coolant. The engine became extremely hot before I could cool it back down and refill the coolant. Since then it starts perfectly fine. Has full power and shows no signs of damage.
Current symptoms: After warming up the coolant level in the bottle drops. The top radiator hose remains hard over night after cooled. When I remove the cap, pressure escapes and the coolant level goes right back up to normal. There is no water or sludge in the oil and no bubbles in the coolant reservoir.
Questions: Why would my coolant level drop when the coolant becomes hot rather than expand in the reservoir like gas engines then expand back up to normal level when cold?
If coolant is entering the cylinders, why are compression gases not entering the reservoir?
I have read if gaskets are bad you will have hard starting: Not happening
I have also read there may be a loss of power or just poor performance: Not happening.

Can anyone please explain what and why things are happening as they are. I will replace the head gaskets if needed but I'm just not sure if that is what is wrong.

A diesel mechanic friend of mine suggests it may be the EGR cooler. Exhaust may be leaking back into the coolant system causing the pressure and the slight loss of coolant is escaping out the tailpipe. Possible?

I would appreciate any and all comments and/or help in diagnosing my problems. Thanks in advance.