Agreed, sealant must be used on both the heli-coil and the stud to truly stop any leaks.
There is one other option with the engine in the car and that is to completely drain the block of coolant and remove the offending stud. Use Permatex high heat resistant sealant and apply it in the heli-coiled hole. Keep in mind that if it's wet with coolant, it'll never seal. Then apply some sealer to the stud, screw it in tight and let it sit for for 24 hours and re-assemble.
If this doesn't work nothing will, short of pulling the head and drilling the offending hole out for a larger stud.