Why is it overheating & where does all the water keep going? on 2002 Chevrolet Trailblazer

After replacing the thermostat, my Trailblazer continues to overheat & won't hold water, but I can never see it leaking out when I refill the radiator. I'm stumped...

Asked by for the 2002 Chevrolet Trailblazer
Pressure test cooling system to find leak. I do hope , when you say 'water' , that you really mean coolant/antifreeze!