It sounds very much like the problem I had...a leaking HG internally at the bottom edge of the #3 and #1 cylinders, on my '98 Legacy GT.
Tiny Clark, the reason you don't see coolant in the engine oil and exhaust is because the leak is small. So, the hot gas can just squeeze through the crack, but the coolant, being a liquid not a gas doesn't make it back through the hole during the intake, before the next compression.
If such a HG problem is suspect, look for an oily residue in the coolant reservoir, on the surface of the coolant and the inside of the tank. It won't be black, but it will look a bit dirty and kinda sticky/grimy to the touch. Also, look at the coolant level. If it is full in the reservoir, it may mean that the gases are displacing the coolant back into the tank. Your rad cap may have nothing wrong with it. Check for bubbles rising in your overflow tank, whilst the car is idling hot. Sure sign of head gasket problem.
After I replaced mine myself in my landlords garage, the engine temp gauge doesn't move a hair once up to operating temp...and I often take it to redline.
If you plan to tackle the job yourself, you may need to invest in about 30-40 beers to last you a long weekend!
And a torque wrench.