Burning extra fuel will cause a Greyish "smoke" out the tail pipe.
Burning water/coolant will cause a white "smoke" out the tail pipe.
Burning oil will be black "smoke"
You mentioned "steam" so that would be white "smoke".
And that would be water/coolant.
Check coolant level to be sure.
Because you have a V engine the intake manifold will have coolant circulating thru it, coolant can leak into a cylinder from there, although that is very rare without also having an external coolant leak at the intake manifold.
As you mentioned, a leak in the head's cooling passages is more likely, coolant in the oil can happen but not having coolant in the oil doesn't mean the head is OK.
New head gasket can go out so that doesn't take blown head gasket off the table.
White, sweet smelling "smoke"
Loss of coolant, or over full overflow tank
Super clean spark plug in one cylinder, it gets "steam cleaned"
All point to a cylinder to cooling system leak, i.e. cracked head or blown head gasket
About the head gasket, why did you "recently change it"?
If there was a previous leak there may have been an underlying cause that wasn't fix with only a new gasket.
As for Air/Fuel, Cat converter will get very hot trying to burn extra fuel off if exhaust is rich, you will hear it creaking and popping as the metal expands and shrinks after shutting engine off.
As said you would see grey "smoke" and MPG would be getting bad.
Spark plug tips would be blackish instead of light brown.
And you wouldn't describe exhaust as "steam", no one would, they would say "smoke" in a first description.