Bad news today. I opened up the oil fill cap to find milky yellow fluid all over the inside of it.

This is a new development. Truck has been running like a top, temp gauge has stayed put. I opened the hood, and the coolant reservoir is nearly empty. No drips or staining or evidence of leaking anywhere. From reading, it could be anything from a head gasket to the oil cooler to the water pump or radiator.
The oil was changed right before I bought this truck, no evidence of coolant then. I was just going to change the oil because I didn’t know what the PO’s shop used.
I’m hoping it’s something simple like the radiator or water pump. I searched coolant in oil in the 200 series section and did not see much in terms of results.
So here’s my question: what all do I need to check? I’m thinking HG, WP, radiator.