megane 1.9 diesel cooling issues

Hi all, I have a 52 plate Megane 1.9 diesel. It only does short journeys generally. Both these situations happened 6 months apart. On a longish journey the temperature gauge does not move. After a while it does but then rises steadily until the coolant is evacuated from the expansion bottle(rusty water). This has happened twice. I decided to investigate. Pollen filter was not fitted(i know this has no bearing on the fault), air filter was MISSING, replaced. I changed the glo plugs. I also decided to change the thermostat, once removed I found it had no internal components fitted, I renewed it. I flushed the system as bet as possible, not power flushed though.
I had a mobile mechanic visit because M.O.T is out of date. He removed the expansion tank cap and fitted a new cap to pressure test the cooling system, he pumped it up to a given pressure, it held the pressure, so he stated there were no leaks in the system. He started the engine and ran it for a while, no leaks, but the pressure within did not build up. He stated the water pump needed to be changed. So can anyone help.
The car has done 125,000 miles, is mint inside and outside. Someone else has stated that the pressure cap be replaced.

1/ surely the pressure cap cannot be at fault as the system holds its pressure and with the engine running
2/ surely the water pump is not man enough to build up the pressure?
3/ could, with all the rusty water, the radiator be blocked?
4/ has the cylinder head gone?, would holding pressure prove this is not the case?
5/ the heater operates correctly in the car

Many thanks in advance. Mick.

Currently in derby1949's garage:
renault megane 1.9 diesel, 1973 Range Rover, Vauxhall Omega Elite 2.6

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megane 1.9 diesel cooling issues