MK4 Golf GTTDI 115bhp coolant problem

I have a 200 MK 4 Golf GT TDI 115bhp with a climate control, I am having a problem with the coolant staying in the engine. I have had the water pump changed as this was one possible cause and a VW dealership have done a leek check and the engine is not leeking out. Whilst I am driving the "STOP" "check coolant" light flashes up and sometimes goes off of its own accord however the engine never overheats. Most of the time I let the pressure out of the bottle and top up the coolant and away I go. The problem seems to occur more frequently when driving in urban areas and not when at speed on the motorway. I need to get this problem fixed, Any ideas please????

when I had a coolant leak, the coolant flange was the culprit (joins the hose to the block) .. however my car is older, but worth a check anyway.

I've heard several similar complaints, it seems to be that the sensor's go bad in the expansion tank.