It seems like the question to be answered is where is the pressure coming from. Possible ideas are:
1) Air from the combustion chamber is crossing the head gasket into the cooling system.
2) There is a clog which is causing the water pump to create excess system pressure.
I thought of a few testing ideas:
You said the pressure builds up as soon as you start the car. Try removing the water pump drive belt when the engine is cold and running the car for just a minute and see if the pressure builds up. If you still get the pressure build up, the water pump is not causing it, so no clog. If there is no pressure build up, it's probably a clog.
Seems like a clog or restriction to me since you're not getting any heat. Let us know if you need more info.
