Well, is the radiator getting hot? Feel the hoses at the radiator, and if they are hot, the water pump is pushing coolant. I see you have a new head gasket, etc., but it almost sounds like a blown head gasket which is causing enough pressure to keep the coolant from reaching the head.
Also, sometimes it takes several attempts to get all the air out of the system. It can be a royal pain to deal with. Just don't let it overheat! These engines don't respond well to an overheating issue. I'm sure a member here (Joe Breaux) can shed some light on your problem.