Faulty Rad Cap? Also if the car is completely cold (ie, over night/days coldness) the fluids leak down to the expansion tank (oops VW talk) or overflow tank, you wouldn't necessarily find coolant in top hose or rad. Do you notice gurgling from air when driving? Small crack in thermostat? Enough to drip but still stay functional? Check those two things first; easy and cheap to fix. Althought I am not sure if a crack in the thermostat wouldn't give you one overheat warning or another.
I had a crack in my thermostat housing. It seemed for sure a head gasket while in the driver's seat. Gutless, sudden pin on thermo gauge, no coolant light, and white smoke coming from the hood. Hoses seemed fine and the coolant overflow was perfect. Just a gasket on the thermo housing.
There is a small coolant line coming from the cylinder valley at the firewall and runs along the passenger firewall. Small leak there? Although I wouldn't bet on a hose if the car is functional otherwise, once a slit happens in a hose it chernobyls pretty fast. But that particular hose is/can be wrapped with a heat shield and made a bit stronger for it. People have already mentioned compression test at this point I won't disagree.
Revving high RPMs can get some normal blow by. Any recent honing? Rings seated badly? Maybe blew a ring or two? If the cylinder was off for any reason or just the valve covers, is it possible that the valve cover gaskets were not seated properly? old gasket not scrapped out entirely, That would give you a slow leak you may not notice but is a massive fire hazzard once it seeps to your manifold. Turbo Cooked?
Let us know I always love to hear of new ways these cars ditch coolant.
Do you play with any AFR's? Modded fuel regulator with a hammer? Lexus AFM upgrade?
