Auto Parts: CONSTANT PRESSURE IN COOLING SYSTEM, losing coolant, oil filter housing

Question
Hello, I have a 2001 325i BMW 66,000 miles. I have replaced the thermostat housing and expansion tank. Went to the shop its leaking anti freeze again.  I was told the water pump needed replacing. They replaced it and a day later after getting it out of the shop. The engine light and water tank light has come on and the car is missing. There is no fluids in the spark plugs, nothing is mixed with the car oil. no white smoke. The car has sat over 20 hours and the mechanic says pressure is still built up in the cooling system. He is stumped. He has suggested i take my car somewhere else for a second opinion. Please help. oh i forgot to add, he also replaced my oil filter housing. My car seems worst now. Please help.
Thanks in advance for your help.

Answer
    So, if I get this right, you are losing coolant, but there is no sign of any leaking out anywhere.  There is really only one possible problem in this case, that I can think of.  You have got a leak that only shows up when the engine is warmed up (which is why letting the car sit around with a pressure gauge on it isn't finding anything).  The most likely possibility in that category is a crack in the cylinder head or block.  While BMW's are generally considered to be a little soft on the durability side, they are not weak.  My best guess is that, during your previous battles with the cooling system, the car overheated.  The strongest engine, especially one with an aluminum head, cannot stand up to that sort of abuse.  The water is only leaking into the combustion chamber, and then only when the engine is running.  This will cause a misfire, but will not show up as steam, except maybe in very cold weather.  This will get worse and eventually strand you somewhere.  The two best diagnostic tools are the spark plugs and the compression gauge.  Take each spark plug out, look at it, and put it back in (we don't want to get them mixed up, keep the same plug in the same cylinder).  My guess is that they will all be a nice light brownish gray (the sign of a healthy plug) except for one, which will be bright white (looking almost new, in fact).  This is a surefire sign of coolant in the combustion chamber.  The other technique would be to check compression with a leak-down tester, but you will have to do it while the engine is hot if you want to find the bad cylinder.  I honestly think that the spark plug check will show up the problem, and I wouldn't do the other test if it does.  You might follow this up with a cooling system pressure test conducted on a spanking hot engine, it will probably show a leak-down.  I hope that you find your problem.