I'd make every check i could that the system was fully bled of air. If you have a heater you can detach one of the hoses, hold it as high as possible stuff a funnel in the end and fill from there. This gives a good presure of water above the engine (something which cannot be said of the header tank itself). expect to see air glugging out of the funnel. When you remove the header tank cap you should expect the water to exit the tank as it fills from the funnel