Most likely out the tail pipe. When a head gasket leaks coolant into the combustion chamber, it also lets combustion gases into the coolant. That can be detected with a special tool. It is a glass cylinder with two chambers partially filled with a special dark blue liquid. Air is drawn from the radiator through the liquid. If combustion gases are present, the liquid will turn bright yellow.
Another test is to add a small bottle of dye to the coolant. After driving for a sufficient length of time, you search with a black light. The dye will show up as a bright yellow stain that you can follow back to the source of the leak. Also search at the tail pipe with the black light.
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Saturday, June 11th, 2011 AT 7:42 PM