First, what's the temperature around there? My diesel puffs out some steam on cold mornings.
Second, was it an LPG specialist you asked? I'd advise you check with one of those first.
One risk (at least with the older LPG setups I have used) is with the membrane inside the LPG vaporizer (it's the round part where the LPG line goes in and the small lines feeding LPG into the cylinders go out from) gets perforated. The role of the vaporizer is to warm up the LPG before it's sent to the engine - and it does that by using the engine coolant (hence the rule not to switch to LPG before the engine has warmed up); the coolant is separated from the gas by that membrane, so it's quite obvious what happens if it gets punctured.
Here's a picture of the part: http://www.autogas-lpg.co.uk/73-161-...xer-system.jpg
If I remember correctly, there's even a schedule for replacing for it, I believe yearly.
Once you've ruled that one out, you should check your head gasket. Are you loosing coolant without any obvious leak? Do you have mayo inside the oil filler cap? Do you see gas bubbles or oil residue in the coolant expansion tank with the engine running? Is the oil level rising on the dipstick? You can perform all these tests yourself at zero cost.
If you have none of those symptoms, you should be OK, but it's worth having a "sniff test" (checking for presence of exhaust fumes in the expansion tank) and/or a cylinder pressure test - those require some tools, so it's best to have a mechanic performing them and interpreting the results.