I would suggest taking it to any local garage to perform what is called a "sniff test" This basically means a simple test that takes a few minutes whith a special hydrometer that looks like a turkey baster... They will test the coolant in the expansion tank to check if their is any fumes transfering from the engine block to the coolant system thus confirming or eliminating the possibility of head gasket failure. It's usually free to check but some places charge only for the labour of maximum £10 to do this
Next: Lets do some FREE checks to eliminate certain common issues.
What does your temperature guage say? Have you noticed that the normal "warmed up" temperature is lower or higher than usual? 80-90 degrees is normal running for a TS, any lower than that like say... In heavy traffic then you have an issue, any higher and you notice the fans kick in a lot, especially in this cold weather and you have an issue.
When was the thermostat last changed? This has a bearing on the above, they don't last forever. A simple check is to start the engine from cold and if the top radiator hose is hot after just a few minutes then that could be your issue... Bear in mind that a thermostat that is faulty will often by-pass the heater system as it thinks the engine block is still cold!
Have you notice a worsening fuel economy... A givaway sign.
Check the temperature switch connection on the thermostat housing while you are on... A simply dirty connection can cause mayhem an throw the cooling system into disarray...
Even though you have a problem. The cooling sytem is still trying to do its job according to what info the sensors are giving the ECU....
Check the radiator, paying attention to the bottom fins by removing the bottom engine guard and inspecting it thouroughly with a torch..... If the thin WWW fins between the are corroded between the main water channel rails then this can cause an issue and it's time to change that aswell. Radiators often look in very good condition from above and often get overlooked.
It's a good habit and practice to change both the radiator and thermostat at the same time if anything on either is amiss, one can cause the other to fail so it prevents chasing a coolant fault all around the circuit.
I would also suggest lifting the front footwell carpets and check for dampness, thais can be caused by the heater matrix failing although by what you have said about no coolant loss I would doubt this would be the case, but its good practice to check occasionally.
My money would be on a thermostat issue Good luck and let us know what you find
One last thing... Try resetting the heater/aircon controls http://www.alfa156.net/
look under the tips section for aircon tip... A simple proceedure that can reset all the system heater/blower controls. The flaps and valves are electronically motorised controlled and can often get a little confused on their positions, this resets it back to factory status.