Hey friend! Here are a couple of tricks to try and find
the problem: 1- With the engine cold, remove the radiator cap, fill it with coolant, start the engine, and with a bucket in hand, keep adding coolant to the radiator and watching for air bubbles. A few might appear at first, but they should ALL disappear. If they don't disappear, there are internal problems in the engine. If there are no bubbles, then you have problems with leaks to the outside (radiator, water pump, heater core in the cabin, hoses, block seals, etc.). If it's the second case, add water mixed with coolant to make it white, and it will be easier to locate the leak... There you have it, the first chapter of the saga!
If bubbles are present: remove the glow plugs (or ignition plugs). Set the engine to top dead center (TDC) (exactly or hold it with a tool) and inject air into the combustion chambers. Any damaged cylinder will expel air through the radiator. This only tests the combustion chamber and the gasket. These are the routine and normal tests. If you want to test if any cylinder liner is cracked, that's a different story. See how easy it is? Good luck and... that's it! You decide the next chapter of this saga.