I had this issue when I had my battery replaced and the dealer forgot to put the coolant back in. After I filled it myself, 2 of the 3 coolant loops were able to purge the air out of the system except the cabin heater loop. If standing in front of the car looking at the motor bay and the hood up, the cabin heater loop is on the left side and goes back to the firewall. There are a few things you can do.
1) squeeze the hose going back to the cabin. If there is air in the system, I think you'll be able to detect it if you squeeze from the top. Find a hose that is lower and to the right side of the car to compare. If there is air in the system, you might be able to tell due to the difference in feel.
2) When you fist turn on the heater, look at the climate power consumption. It is one of the selectable gauges for the left side of the speedometer. If you see a high current draw at first and then it stops, it means that it heated the water around the PTC heater and reached its temperature very quickly...and that would indicate there is no coolant flow...which is what will happen if there is air in the system.
The problem with the heater loop is that there is no degas lines to purge the air. To get the air out, the dealer will configure the various diverters to form one bit loop to purge the air out of the system. If you have the Forscan software and the bluetooth OBD module, I hear you can do this yourself, but I haven't done it personally. When I had the issue, the dealer covered it.