1.2 bar cap is a good idea in any case. Perhaps the person who changed rad, sensors, tank might not have followed the heater bleed procedure to ensure the system is properly filled and mostly de-aerated?

Set heat to max temp, run car to normal operating temp then run car for 5-10 minutes (run inside blower to a normal speed). Then shut car off, de-pressurize system and top up as required. It might be that simple.

IF NOT:

Easy way to check many common leaks is to use a cooling system pressure tester - it installs where the pressure cap would be. You pump up the system (engine off) and you watch the gauge to see how it holds pressure (normal case) or where you have a visible or audible leak (typical). Head gasket leaks may not always be shown here - there is a test fluid you can buy to detect combustion gas in coolant.

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2002 Euro X5 (E53) 3.0 diesel (M57)
5 speed manual with UUC short shifter.
Pre-xDrive NV125 transfer case (chain & gears).
Factory Xenon headlights, Spyder LED tail lights
Updated vortex crankcase breather.
Motorsport dead pedal, factory fire extinguisher, factory first aid kit, factory F&R mud flaps, factory PDC

Bilstein B6 shocks F&R
Redline oil has replaced "lifetime" fluids (F&R diff, manual transmission, transfer case and P/S).
Dimple magnetic drain plugs in all compartments.