Kelvin Bellrose

When I purchased the car (CLK550) I had the oil sampled and it showed traces of glycol. I changed the oil and drove about 1000 km and had it sampled again and it was good. I've had the low coolant alarm ring in a couple of times, so I changed the coolant resivour, cap and level switch. I also added coolant a couple of times.

All was good for some time, and I got the low coolant warning again.
Is it more likely to get oil in the coolant, or coolant in the oil? There is no trace of either one happening except for the one bad oil sample. There is no oil in the coolant and no milky oil in the engine oil filler.

I have taken another oil sample, but havent had it analyzed yet. I am going to change the oil again, and attempt to replace the gasket in the oil cooler at the same time.
It looks like I have to take the coolant pipe off (the hard aluminum one). What sort of seal does the pipe have? Is it just an O-ring?