hi i have a tddi mk3 with this exact same problem i am a senior tech for jaguar i have changed the coolant temp sensor which there is only 1 on all these cars also the thermstat neither has fixed mine either so dont do these i have however found that there is a coolant heater unit located at the rear of the subframe which has what looks like 3 glow plugs comeing out of it and it would appear is that when the car is warming up and the thermstat is closed it heats the coolant so that you have heating in the car and when the thermstat is open it switches on and off to regulate the heat as these engines are so efficient they cannot contain the enough heat in the engine to run the heater and the engine cooling at the same time. I am going to fit 1 to mine to see if it rectifies the issue and i will let you kno how i get on, ps the correct ristance values for th glow plus in this unit are 1.0 ohms if you cannot get a ressistance then thay are open circuit and therefore nackered.