As someone else posted, if the water/coolant was going into the engine block and mixing with the oil, the oil would look like chocolate milk. Been there...done that...on an older Toyota pickup truck that blew a head gasket. Thankfully that was under warranty when it happened and I didn't have to pay for it.
Not really versed in diesel engines, but does it have freeze plugs or core plugs in the block? That could be the culprit for losing coolant without actually mixing in with the oil. If you can find them, look closely with a flashlight and see if you can notice streaking/staining on the block around and beneath them. But if you're not seeing leaks on the ground, then I've no good guess.