Several areas that may cause loss of E/G coolant:
Of course, one would be a bad head gasket.
One may be a cracked cylinder head.
Another may be an internal leak within the H/E.... leaking pressurized coolant into the sea water side.
Is this a Full System? (i.e., are the exhaust mans included in the Closed Cooling system loop?)
If so, this may be a bad exhaust manifold, leaking pressurized coolant into the exhaust flow.
If so, what type of seperation is used between the manifold and riser? (could there be a breach here?)
Note that the H/E's recovery system only returns coolant as the coolant cools, and a mild negative pressure is realized within the H/E. It's a siphon principle!
Maybe try NOT filling the recovery reservoir, and see what occurs during a short test run (although you say that you see no physical signs of leaking coolant).
I would also remove the other spark plugs that you did not remove previously. No sense in stopping part way through a "check" that may reveal a location!