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If I remember bleeding the mk2 system can be a right pain, particularly with he heater core than can have jammed bypass valves etc. If you're lucky, maybe the first mechanic left a giant airlock somewhere. However with those symptoms you'd normally get a sniffer test, and as it sounds like you have and emissions were detected in the coolant.
Thermostat is also an easy change. The normal drill... check coolant is flowing --> change cap --> change thermostat --> bleed coolant system
I'll ask my bro has literally done this dozens of times on various golfs. You're not loosing coolant except the stuff which ejects out expansion tank right?
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As far as I can tell no coolant loss. I'm presuming I could do a sniffer test myself.. might be worth buying one just to confirm either way. As I say, two different mechanics two different sniffer tests two apparently different results.
Changing cap and thermostat to rule them out wouldn't cost much
Well that was done previous to the head gasket going so it's only a year old but tbh I can't see how the cap can be holding that much pressure in so I'm going to replace it anyway just to make sure