So should I do I pressure test on the rad and see if it holds pressure
That would be one place to start.
I think if I was doing it I would check both with a cold engine and also with a warm engine. Also maybe drain the oil first and put a bucket under the drain to see if you see coolant coming out while pressure testing.
Actually I would probably pull the breather off the Valve Cover and see what is in that.
Don't know who changes your oil or how the oil is stored but there is always a chance the milkyness is from water in the oil and not a coolant leak of the engine.
There is a fast and easy way to determine if is say rain water or coolant in the oil. Actually two, one is by smelling the fumes coming out of the engine breather. Second is the taste test of the moisture dripping out of breather!
Now I'm not suggesting drinking a coffee mug full of that stuff but just touch it with your finger and then touch the tip of your tongue. If using good old ethynyl glycol coolant it will be disgustingly sweet. Then wash out your mouth with your favorite beverage twice before swallowing any of that beverage!