There's only 3 places for it to go.
1) Leaking out through the cap, or another external leak. This should be obvious to find. Replacing the cap is a start.
2) A bad head gasket is allowing the coolant to leak internally and be burned. This is normally visible as large clouds of white exhaust, which is steam from the water. This can also lead to external leaks, due to combustion pressure entering the cooling system.
3) A bad set of waterpump seals/bearings/shaft is allowing the coolant to enter the transmission case. This will be visible as milky transmission oil.