Why did you get a low coolant warning? That level sensor is quite a way down from memory? I have never topped up my coolant level in 5 years, but i do need to change it now. If coolant has been lost it's either due to a leak or engine over heating and pushing it out through the pressure cap?
My EOS is the Tdi, but I'm sure when I last loosened the blue cap it was quite hard to turn due to the seal. It eventually loosened with a squeeky feel I would expect from a rubber sealing ring or gasket under the cap?
Cyl. head gasket is the last thing to consider after looking at everything else -soooo much work. You don't see a water leak necessarily because a small head gasket leak is just going to add pressure to the system and the only way it gets out is via the pressure cap, which is why some perps selling a car knowing this will remove any sealing on the reservoir cap. If you have had the car a long time and it's been o.k in the past, this trick won't have been done, but still check the cap seal and system can hold pressure.
The level of coolant in the reservoir should change by small amounts when the system is working correctly. At cold startup the level should be at its lowest low normal mark. When the engine is left to idle and coolant expands heating up, coolant should come back from the radiator and the level will rise 'a little'. In fact coolant in the bottle should start to feel a little warm. After a drive at normal temperatures when the engine is left to cool down, the coolant (BUT NOT AIR) is sucked back into the radiator and the level returns to the low normal level. If coolant levels in the reservoir are not cycling, it suggest that either there is insufficient in the system and there is air space at the top of the radiator, because it was not filled with a vacuum tool, or the system isn't sealed and able to produce pressure and then suck coolant back. Some but not all radiators have a filler plug on one corner. When the engine is very cold before first start, if you undo this, coolant should be at the very top of the rad. and leak out. There should be no air space at the top of the radiator or in the top hose. Without the rad. plug you can do somehing similar loosening the top hose. You are describing two scenarios. One is the engine isn't at the correct temperature, getting there fast enough or holding and that has a consequence for the heater performance. The second scenario is the engine is nearly doing what it should and a problem exists in the heater loop. Air locks in the heater loop are very common. I vaguely remember some V.W engine Climate control systems (not sure about EOS) have an electronic solenoid valve in the heater flow line coupled to the matrix just as the flow (return?) hose goes into the firewall? I think the idea is to stop flow to the heater matrix when it's turned off or control heat flow in a better way than using motorised flaps.
Start with the easy things:
1. Check the pressure cap and seal.
2. Use a coolant vacuum tool to ensure all air is purged from the system and the reservoir coolant level is correct (Actually a V.W Workshop procedure!)
3. Cooling systems can be pressure tested: At a pressure of around 10psi or just below the cap rating, the system is pressurised from an air line and the pressure monitored over 5-10 minutes. If the pressure drops, there's a leak somewhere including the head gasket, but head gasket leaks can be very small and don't always show until the engine gets hot and parts expand.
Whilst the coolant system is being monitored for pressure the engine is run. Pressure should increase slowly as the engine warms up. When the normal 90C temperature is reached, the system pressure should be below the pressure rating of the cap. If pressure carries on rising close to or above the pressure cap rating, the most likely problem is a head gasket leak, particularly if coolant system pressure changes in response to throttle rpm.