So you bleed the cooling system with the bleed screw on the thermostat housing?
Did you fill the LIM with coolant first? As in taking the thermostat out and filling it up first then put the thermostat and housing back on.
If all you got was steam, then that means there is still ALOT of air in the system. Try filling the LIM first, then getting the car up to temp then open the bleed screw 1-2 turns, just enough to get air bubbles out and then soon a steady stream of coolant. It can take 10-15 min.
