The strange thing is that although you've tried several thermostats the problem persists. - And as you first stated, the problem goes away after a while but returns the next day upon initial start up.
OK you've said that you have seen a major temp difference between the heads/block and the thermostat housing. To me this implies that a good flow is probably not occurring and that the heat is unable to dissipate. If there was a good flow, the temperature on the thermostat housing should be somewhere in the ballpark of the engine. By removing the thermostat and running without one you eliminate it as being the cause. I initially thought that you could be installing the thermostats upside down with the spring away from the engine heat. That would explain why several of them would behave the same. - And it would explain why it would take so long for them to open initially.
If that didn't help you might have to ensure that something weird isn't going on inside the water pump housing. Unlikely but - vanes loose on the shaft when cold and then gripping as the engine heats up?
I wouldn't think an air pocket would be the problem because the symptoms go away and return each morning. I would think that an air pocket wouldn't return daily. - Unless there is something that could cause that to happen?
Could there be some form of internal engine problem causing this symptom that stop causing the symptom after the engine gets hot? - Trying to think 'out of the box here. - Something like a leaking head gasket that seals itself after things expand?
