I am at a loss as to your dealers way of handling this. - wke002 is quite correct.
When I posted my response to you perhaps I wrongly assumed that your dealer was interested in solving this problem for you and would have checked the obvious things before handing the bike back to you in the hope that it was rectified.
I would have thought that initially the following would have been checked as they are relatively easy for him to do and could be the cause of your problem:
Radiator cap.
Thermostat operation.
Water pump operation.
In another life I worked as a mechanic and although we did not find the reason for a problem immediately we would eventually get there using a bit of trial and error i.e. ruling out one thing before checking another. But we would not walk away from the problem until we sorted it.
I wrongly perhaps assumed that the dealer would have checked the operation of the water pump initially. You have suggested that he has changed the thermostat which would have been another thing to consider?
The water pump is a tricky as it involves a bit of dismantling but is not difficult if you take it apart slowly, check that the impeller blades are not damaged and that the rotor spins freely. There are video's on youtube that show you how you can check the operation of this, here is an example:
Again, a water pump is relatively easy but not cheap to replace - over £300
Again though, if the water pump and pressure test on the engine have been done, the radiator is not leaking and the caps have been replaced then the problem will likely lie with the running of the engine.
I am presuming your bike is still under guarantee? This being the case you really need to impress upon your dealer the importance of this issue and if he does not rectify it then contact HD customer service as once the bike is no longer under guarantee if this issue persists it can at best be a costly and time consuming one to resolve and at worst could totally ruin your engine.
Like I say I really am amazed that HD did not manage to fix this and perhaps it may be time (if you are paying for the repairs yourself) to allow a mechanic that knows what he is doing to take a look at it for you?