Been a while since I've been on here being my 06 is out of service... but... Couple of questions.
when you drive, are you gentle on it, or do you do semi-regular 6500 RPM pulls? Reason I ask is if the engine never gets any speed in it, the water pump, main one, may or may not shove enough water around to kick all the air out.
If you're driving around with the radio off and the fan down low, do you hear any gurgling sounds like water moving with air in the cooling system?
You say the coolant level never changes, I'm assuming you have it right at the fill line, right? Have you tried overfilling it at bit? Like up to the bottom of the wings in the coolant bottle? I replaced about every piece on my 06's cooling system, the DCCV twice, and the first time or two I got tired of screwing with it so I just loaded it up and it worked the air out with a couple of full throttle passes.
If you're not overheating, but your heat is sporadic in the cabin, just to isolate problems, you could disconnect the connector on the DCCV and drive it for a while. With no power applied to the coils, the valve should be wide open giving 100% heat all the time (that's how I know when mine failed)... so in your case, and admittedly this time of year it would suck, drive it with the heat theoretically at 100% and see if it dips out. You should have 100% heat. If that is true for a day or so, (or however long it would normally take to see not 100% heat a couple times), then reconnect the DCCV connector. If you start losing heat again, then either the DCCV is screwed up, or, the controller commanding it is AFU.
Another thing to try is park the car overnight with the nose as far downhill as you can possibly get, might get some air out.
Just a couple of thoughts.