OK. Assuming the heater core isn't clogged, and that the cooling system is properly filled - these cars need burping to get all the air out, there are a couple other options before you go thinking HG. Pressure test and/or leak down test. Subies with HG failure tend to either ooze oil/coolant outside the block/head, or pressurise the coolant but you say you're not getting coolant into the overflow so that's unlikely to my mind. Sniff test of exhaust gases in the coolant isn't a reliable tests I've heard, incidentally.