Does your fan cut in at all during this fault? If it doesn't, then check the fan switch out. Failing this it could well be the thermostat.These Meganes are well known for the lambda sensor failing too, this would not be the cause of the coolant situation but may be the cause of the running problems. Depending on your skill level though, it may well be worth spending for an hours labour at a garage that has a diagnostic machine, this will show up the fault in no time an save you spending out on parts that you may not need.
Hope this is of some help.
Mark W B, March 2008