I know it is a cost issue, but they should be exploring fluids that absorb heat and never evaporate. The cost is high one, but maintenance would be minimal.
“... but they should be exploring fluids that absorb heat and never evaporate”
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Water loss through evaporation or any other way is not really the problem.
Heat must be transferred. Entropy is rarely ever fast enough unless your heat loads are relatively low. So even if you have a closed loop of fluids, you have to cast that heat off somewhere. If you have a water to water transfer, then you use a heat exchanger submersed under water or using a water loop to exchange it too, such as a geothermal loop, or evaporation pond, cooling towers, etc.
The movement of heat out of your heat producing system is what requires the energy. If you have an old fashioned water to air system, then you have blower fans at the very least, although more than likely you will also have mechanical cooling (compressed and evaporated refrigerants).
I think 3M already has such a fluid. I remember reading about it years ago. It was used to cool electronic circuits because is was non-conductive so it could be flowed right over the printed circuit boards directly. (If I recall correctly, another interesting property was demonstrated by taking a rabbit and immersing in it and it could still breath while being submerged.) I think it was used to cool Seymour Cray’s original Cray 1 supercomputer.