It could just be an airlock in the back of the head which you should be able to remove by bleeding the system. Put the heater on full, hopefully the heater valve is working and run the car up to and beyond "normal" running temp. Give the top hose a few squeezes to burp the system and get any spare air into the rad tank. If the coolant level goes down a it in the rad it's a good sign that you've got rid of some air. No year of your car mentioned so don't know if you have an expansion bottle or not. If no bottle fill rad to about half an inch from the top. With a bottle, take it out of its mount and hold it empty above the level of the rad tank. It can be hung on the hood hook with a bit of string if you're by yourself. Top rad right off and put the fixed cap back on. This one only removed for filling etc. With the bottle raised carefully top it up to half full. There are high low marks. Put pressure cap on and remount it. Use a 4lbs cap or you can use a 7lb one if you can't find a 4 pounder. Make sure it's long enough to seal properly.
You say you've changed the thermostat. What temperature rating is it and is the correct one with the plunger on the bottom for the by pass shut off?

I went through that before saying check your gauge as they usually work or they don't. Once the tube is cracked or broken, it's filled with ether, it won't work at all when the ether has gone. They can be difficult to remove and if you twist the tube along with the nut it will break. Best to use a proper split flare nut spanner of the right size to get a controlled pull on the nut. Soak well with PB Blaster or other GOOD release agent (not WD-40!) before tackling the job. You can then put the sensor in a cup of boiling water to test it. A thermometer, or maybe your laser gun also useful for checking.
Pic shows the nut you have to loosen. Be careful, a new or reconditioned gauge is expensive. Your other one might not work...............