Coolant cap worked itself loose?

You seriously need to bleed the thing properly before you do anything else, failure to do so will only keep you in a never ending loop of problems, just follow the instructions there is nothing difficult about it. Indeed once done your heater may then actually work!
Once you've successfully bled the system, you can bask in the inner glow of achievement.  
Until you do bleed the system, if you haven't already got head gasket problems, it will be a fair chance that it will become a self fore filling prophecy!

My heater has never not worked.

Well it will most likely work a damned side better if you do the job properly!
I'm sorry if I seem blunt but I'm Aussie....it's what we do! Moving right along....

Now we are trying the help you, but in order for that to be successful you have to help us help you.
To do that you need to try, if having tried you still can't seem to get the gist, we can talk you through the bits you're having problems with.
So what is the problem with bleeding the system at the three points in sequence?
 

Sounds like your heater is full of air, that would be why you don't get any heat. You should bleed that., My heater gives blisteringly hot air!!

 No, he said his heater has NEVER NOT given hot air... 
i.e. gives hot air!😎

OOps! RTFQ.