Be sure your spark plugs are good and secure. The RX8 requires higher quality spark plugs and if you bought cheap ones or didn’t put them in properly, they could still be the issue. Also, there is a test to be sure your coils are good, do the test hot.
Have a coolant pressure check done as well. Not all leaks are external and there could be an internal leak you can’t see as this is a common problem with the RX8s.
It's possible that you need a new engine. Have you done any modifications to your 8 or is it stock?
Manual or automatic? How many miles?