F Series :: 5.4 2003 F150 Started Burning Coolant And Heat Coming On

I just bought 2003 king ranch with a 5.4 it started burning coolant and the heat was coming on then while the engine was at operating temp would blow cold air. Then the temp gauge would start to rise,once it got to the top the heat would start to come on and the temp gauge would then go down to normal.I started by changing the thermostat which didn't work.

Then i figured it was air in the system I kept burping the truck at idle but it never worked, it kept burping while driving all the coolant out that i put in back out finally i took that cap off the one that clicks when you tighten it and replaced it with a cap that tightens down all the way and doesn't click. Every morning I check the reservoir fill it up to the proper level and so far so good.