run a compression test, pressure should be around 11 bar and diffrence bet cylinders must not be more than 1 bar if I remember this corectly. it could be coolant leaking into the combustion side as i mentioned before. then there would be no water in the oil or vice versa, but instead the engine is burning the water with the fuel mixture and thats why you don't see any water leakage from the engine. your cylinder head could also have a hairline crack bet the water channel and the combustion chamber.
The best way to sort this out is to take off the head send it in for skimming and for pressure testing, then lap the valves and put new valvestem seals and headgasket,it wont be that expensive and is most probebly the fault.