I had a diesel smart car that was losing coolant in similar fashion. No coolant in the oil, no puddles underneath.
What was happening in that car was that the thermostat was sticking. The coolant pressure built before it opened and would force steam out through the head gasket.
It was a bugger to diagnose. Never seemed to happen when mechanics had it. Eventually resulted in needing a new cylinder head (under warranty, thank god).
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