Thermostat

Air would not be introduced into the cooling system unless there was some work done to open up the cooling system, or if it overheated and pushed all the coolant out, or a leak as to cause you to add a lot of coolant to the system without purging the air out. If this is the NorthStar engine, they are notorious for bad head gaskets. You could try and change out the thermostat, but also the water pump could be bad also, the impellers on the water pump erode away so it can not circulate the coolant in the system.

Okay, I have no leaks, no coolant on the dipstick, no white smoke, and I'm not losing any coolant. What could it be, besides the head gaskets, did a block test.