What closed loop? You've got two flow channels both of which have an inlet & outlet? The thermal coupling is over the liquid-solid-solid-gas so use share topology or multibody parts (SpaceClaim or DesignModeler) so you have a conformal mesh and an easier time with the set up. You may want to review the "outside" thermal conditions too.
Note, the advice about the courses and tutorials stands. Skipping that's not going to make your life any easier.