Careful cos this could be the start of head gasket failure. sounds like you need to add water.
The reason you get hot air at high revs is that the water pump is operating fast enough to lift water from the bottom of the engine into the heater matrix at the top of the engine - there should be water in the whole of the engins with no air at the top (which is what you've got.)
To remedy this bad air situation, carefully remove (when engine cold) the top bleed screw at the back of the engine compartment (small black screw on hose which disappears into the cabin under the bonnet). this allows air to leave the system as you fill the radiator (otherwise air remains trapped causing localised overheating in engine).
Have someone constantly pour water into your expansion tank until it comes out of the hole you exposed with the bleed screw. tell them to keep pouring as you start the engine. with the engine running and the water pouring in the expansion tank and out of the bleed screw, you should remove any air in the system.
Get ready with the screw you removed, stop pouring water in the ex' tank, wait 5 seconds (in this time the level of water in the ex'tank will go down, BUT the water will keep coming out of the bleed hole. The water coming out will be getting warm (careful), put the screw back in the hole with the engine running -DONT DROP IT OR YOU MIGHT LOSE IT! make sure its quite tight, with the engine STILL running, place the expansion tank cap back on and you're good to go.
Hope this helps
PS
If you have head gasket failure, the water in the cooling system gets into the cylinders (so is lost from the cooling system, causing you to lose heater function!)