When I unscrew the cap to the coolant tank there's a black cap or filter there that won't come out, coolant won't seep through it either so I can't put any in.
That's strange can you get a picture?
That looks like it's separated from the cap it's self as it shouldn't be there, you will need to get it out.
That what I was thinking, should I get some pliers and pull it out?
Yeah that's worked thanks Rusty, I was able to click that black bit of plastic into the cap. It was basically the seal to keep the pressure I believe.