i could be wrong but im pretty sure that even if the theromstat is closed the coolant should be getting to the heater core other wise major pressure would be building up in a system that doesnt allow any flow yet the water pump us pumping especially when you first start driving and it hasnt open up and you are going say 35mph. also another way to just check to see if the themostat is working right you should notice flow in the radiator once the car gets up to normal running temp.