Just curious - did your Tstat have a little jiggle valve on it?
http://www.mrtwo.net/mr2modproject/service/thermostat/thermostat1.jpg
http://www.mrtwo.net/mr2modproject/service/thermostat/thermostat2.jpg
This is for a 3sgte - completely different motor, but it’s a thought. The jiggle valve on my motor is meant to orient the Tstat properly while in the housing . Doubt that’s what’s causing your issue and I strongly believe you have another problem, like the air that’s been mentioned. Always worth making sure items were installed correctly in the first place - and get a QUALITY thermostat, not some AA generic fit piece made out of recycled reynolds wrap.
It really sounds like you’ve got a pinhole leak somewhere in the system.
picking up new t stat from lia tommorow. oem is BEEFY compared to the winpy ass AA. got all the air out. takes FOREVER for the thing to open. so f that. oem it is!