I have an 02 7.3 powerstroke my coolant was full of oil when I checked but no coolant in my oil... so did some research and determined it was my oil cooler so I replaced it today... now I still have oil mixing with my coolant and now have coolant in my oil....

 

As for the oil still in the coolant, your system may still be trying to clean out the oil out of your coolant after the oil cooler change.
As for the coolant in the oil,possibly head gasket.

 

Thanks man but I think I found the problem whenever I put the oil cooler on I had pinched a ring on it allowing both to mix

 

Had the same problem with mine^^^

Fixed that then had fuel in my coolant turned out to be injector cups Fixed now though!