My 59 reg HSE TD4 came up with the message that my coolant was low, which it was - about 3 mm below minimum. I have topped it up, using the recommended OAT stuff, and after a drive of about 12 miles, and letting it cool down to cold, the level seems to have dropped slightly again.
Is there anywhere in particular that I should be looking for a leak, or is everywhere suspect?

Chris

No. Drive some more days and monitor the level.
Despite being a closed circuit, the coolant do vaporizes and, under pressure, some of the vapors escape through the pressure valve. So, in time, the coolant drops a little.
Mine, during 64000 km (40000 miles) needed about 500 ml of additional coolant.