Cracked cylinder head or block
A cracked cylinder head or engine block will cause a loss of compression and may allow various fluids, such as coolant, to leak in and out of various engine parts.
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The amount of force need to crack the engine block is very large. Running the engine without oil or coolant will cause the engine to become very hot. As the metal expands, it may warp and break.
This can cause damage to the cylinder heads as well. Both from the expansion of the engine block, as well as the expansion of the cylinder heads.
Frozen Water Pressure
The coolant that circulates in the engine is 50% coolant 50% water. If that ratio is altered in favor of water, in cold temperature, the water will freeze and expand. Freeze plugs are installed into the engine block to save it from damage if the pressure become too great.