I don't have M30 but I do have alot of experience on cooling system. First of all, how much coolant did you fill into system? Usually it takes at least 1.5 gallon of 50/50 mix.
Secondly. with reservoir cap off, did you squeeze the top radiator hose repeatedly until the air are burped though your reservoir? When you got all the air out, the coolant in the reservoir will overflow as you squeeze the upper radiator hose. Alot of people don't do this.
Third, yes, it is most likely your heater system is dry but it takes a while for the system to burp itself clean with the cap on the reservoir so the system can build up pressure to bleed the air out of heater system. Alot of people simply leave the reservoir cap off to try to bleed the system.