So having your thermostat closed means no air will be trapped in the system? You need to run the engine while topping up coolant
Crack bleed screwFill radiator till you can't anymore, start engine and run, top up as needed, you will know when the thermostat is open as you will be able to see water flowing across the top of the radiator by looking in the fill point. It will be still water when the thermostat is closed and you'll see it moving when it's open. After this just keep topping up till there is steady water coming out of the bleed point (no bubbles)