[GTP Dad]

It would help a lot if you would tell us what size engine you have! Generally you can locate the thermostat by following the top radiator hose back to where it connects to the engine. As for where the coolant is going it is possible that you have a leaking heater core that will push the water out a drain on the firewall and you would not see anything in the engine compartment or it is going into the crank case! Check the oil immediately!