Change the oil and temporarily replace with a brand with no dyes added to it (some oils do have dyes). Empty/flush your cooling system and replace with plain water. Briefly run your engine -- allow it to warm up and then cool down. Take a sample of the cooling system water and put in a jar. Also remove the oil dipstick after the engine has run and smear the oil on the end onto a clean surface and put that to the side. Go back to the parts store and buy some fluorescent tracer dye and add it to your cooling system. Before running the engine take a small sample of the new dyed water and compare it to your earlier sample. Use an incandescent black light (UV) that you can get from the local hardware store. You should be able to distinguish the new fluid from the old via the dye. Also, you should be able to see that the fresh oil smear does not already have that dye present. If you can see that the dye is not already present in both the old sample of cooling water and fresh oil then proceed to let the engine run and fully warm up and then idle for an extended time.
Let the engine cool down and remove the oil dipstick. Smear the oil on the end onto a clean suface and examine with the black light. You are looking for the presence of the fluorescent tracer dye that you put in the cooling system. If it is there then there is some sort of leak between the two. That is not a 100% certain test if you don't see the dye (there might still be a leak that needs the engine to be under load to show up, etc.).
Hope that is useful...
Kevin
