I am not familiar with this diesel at all, maybe some pics would help us over here get our head around the plumbing you have under the hood.
My 4.7L has a bleed port you HAVE to remove to bleed the air out. Back in the day, I used to remove the heater hose that attached to the thermostat housing on the front of the 4.0L to fill it with engine off. I would fill the hose until coolant backed out, then fill the port at the thermostat housing where it attached until it was full, then reattach the hose and run engine. It still sometimes needed a cool down period after this procedure, where i would wait until it was completely cool, then top off the radiator up to the radiator cap neck. After all this, I rarely had a 4.0l that i couldnt get the air out of.(this used to be a real pain in the backside). My point here is...You have to find a way around the thermostat to purge air out of the system while cold.(the port on the thermostat housing on the 4.0L bypassed the thermostat and directly filled the head and block through a small opening), and the best way to get all the air out, is by using the highest opening on the engine you can find. Sometimes the radiator cap is highest, sometimes not. This is the reason Jeep puts a bleed port on the V8's, the radiator cap is not the highest point in the system. Physically look over the engine bay, and find the highest point in the system, and see if you can remove a hose or something similar, and fill the system there. When you do, fill the hose or port until it is full, walk away for a few minutes, then come back. If the coolant has dropped, fill again, and repeat until the coolant level stops dropping. (might take several hours) When you get to a place where you are certain it is full, reattach all connections, and begin again filling at the radiator cap. Same process, fill till full, walk away, come back and fill again, walk away, etc...Then when you get the radiator to stay full, try again starting the engine and fully warming it to operating temp. run the Jeep around a little bit, then come back and shut it down and cool it completely. If the coolant level remains right under the radiator cap when you check it when cold, then you are full. If it is low again, you had air in it, and you need to start over refilling and walking away....It can be a pain i know, but until you get the coolant to stay full right up to the radiator cap when cold, you arent getting all the air out, and can have an airlock that slows or stops your ability to keep the engine cool. (by the way, ignore the overflow bottle throughout this process, because it wont work properly UNTIL you get the system full. Always add coolant at the radiator cap or open port/hose on engine)
Now...that being said, I wonder about your thermostat condition. which will frustrate this process terribly. If your thermostat is stuck shut, it will make it darn near impossible to get all the air out. You mentioned it takes longer than it should to warm up the engine. This be be caused solely by the airlock, but it could be a sign of a failed thermostat as well. Might want to swap it for a new one, if the above procedure doesnt help....