Put some coolant and oil together in a clear bottle and shake it... that's what milkshake looks like.
I once lost 2L (almost 2qt) of oil mysteriously. It seemed to dissapear like a fart in the wind. Didn't burn on startup, didn't burn under boost or idle... just gone, vanished. Didn't leak for two days sitting either.
At one point I thought, 'hey, check the plugs'... guess what I found? My oil. 2L of redline 5w30 in the spark plug gallery. Replaced the valve seals and new valve screws and that solved the problem. It's surprising how much oil fits in there...
Still funny though.