Most all engines will have tendency to have air in the sysytem. " Nature of the beast, " so to say.
Rad cleaned out before the engine put in?
I've always been told " No matter what the block & heads look like, clean the inner passages with soapy water & lots of flowing water, then do it again til no more grit comes out. " Unfortunately, machine shops don't do this.
Does the fluid feel gritty? Can you see the grit?
I personally would take out the t-stat & flush everything til it comes out clean.