Your system is low on coolant. Sloshing is the coolant and air in the heater core. When the car is cool you should check the radiator level. It should be all the way up to the cap. Don't rely on the level in the overflow bottle to tell you squat about your coolant level.
Add some as necessary, then bleed the system. Go for a drive, let the car cool, and do it again. Shouldn't take more than twice, if that.