Coolant:
Find the leaks. If you can't find any leaks, you're either burning it off, it's going into the oil, or it's evaporating on the block before you can trace it. Overflowing your radiator is a typical sign of a head gasket failure, which might not be picked up by a compression test.


Oil/Gas problems: I'm assuming you mean bad mileage and both fuel and oil consumption.
What was your compression cranking?

First, check your timing, adjust your TPS (requires a timing check again). Cold start injectors somtimes leak - also the temperature control sensor for the ECU, if disconnected, indicates a very cold temperature - the ECU richens the truck and you get black soot at start and poor mileage.