Low coolant

With all the work done, did you burp the system to make sure all the air is out of the system? Are the sensor connections good? If you are around or under 160 degrees the warring lights should not be coming on. I'm sure you know that. So a sensor is bad, or the area the sensor is at is not getting the proper cooling flow. When you replaced the head gaskets, did you check to make sure all the water openings are not blocked by the new gaskets? Replacement head gaskets are universal on some gaskets, and may not have openings to all the water jacket holes. You may have more that a gas engine since it is a diesel engine. Ask whomever put the gaskets on if they checked to make sure all the openings were opened. It has happened more than once. I'd start with a new sensor first. faster and cheaper. Also make sure the connections are good.

They have burped it 2 times now. It might be more like 140. Call the owner of the shop and gonna have them go back over it all. Its sucks they have had my truck for over a month now.

Someone else told me they might have put the thermostats in wrong. Said that their different. Does that make any since. I dont know much but I know it's getting expensive.

Thermostats open to allow coolant past when the coolant gets hot against the thermostat. Put it in upside down and it acts as a blockage and you have serious overheating. Forget a thermostat or one that is stuck open, the water flows too fast to cool properly in the radiator. That may give a hot signal on the sensor. They should use a heat gun to find out where the hot spots are. Have the radiator hoses been changes over the 11 years of the cars life? Old and tired radiator hoses can expand or collapse slowing the flow of coolant, then pop open and send a rush for coolant through the system. That gives strange readings also.