You have a leak.
Probably a hose spraying on to a part that is hot so it evaporates fairly fast, none leaks down to the ground.
And it probably only leaks when pressurized, so after warm up when engine is hot.
4.0l SOHC had a common leak point, the thermostat housing, coolant would pool under it on the intake and just evaporate, no leaks to the ground.
Good read here on that leak: How To Replace the Upper and Lower Thermostat Housing on a Ford 4.0L V6 SOHC Engine
If you can't see it leaking at that location then I would get/rent a cooling system pressure kit.
It is a rad cap with a gauge and a hand pump.
With engine cold you can pump up the pressure in the cooling system to 20psi, normal is 14-16psi, and then watch for leaks.
Engine being cold means you can run your hands over hoses and under water pump.
And leaking coolant won't evaporate, it will leak to the ground.