Did fluid come out immediately when you cracked open the bleeder screw? It doesn't spray out all over, so just open it slowly.
I added a HE and reservoir to my car and have been fighting this issue, too. One thing the directions for the bwoody HE said was to raise the back of the car up as high as possible and then while the car is running, bleed the system with the screw.
I ended up having my entire return line going right below the radiator full of air. I took the hose off at the pump (suction side) and a bunch of air came out. This method makes a real mess and didn't fix it totally for me, though it did help. I have since modified the cap on my reservoir so I can use a vacuum fill tool. Since you have a stock reservoir you could just pick up a cheap tool like that at harbor freight or one of your autoparts stores might have loner one. Harbor Freight was the only place around that even had one.
I talked to HHP today about the trouble I am having and they said what they do is hook up the vacuum tool and then run the IC pump with the vacuum tool on and then open the bleed screw.
Either way, that IC coolant low message is an air pocket(s) somewhere.