what causes my pilot light to appear to be blown out?

Glow worm Space saver 50 pilot light keeps going out intermittantly. Happened over last 3 maybe 4 years around this time of year when it gets windy. Can be just a couple of times at morning or night it will not fire up so relight straight away, but seems pilot has a draw on it which is blowing it out. Reluctantly changed thermocopler but no change. Appears to have a gap against the wall inside with a type of rope seal filling a gap which is not acheiving this seal. Wondering if this is causing a draught or draw from the pilot light.
My poor knowledge thinks the pilot light is lit this is sensed by the thermocoupler telling it the gas is being used and not leaking so it is o/k to allow the thermostat to fire up the boiler on its demand. It then causes a bigger draft which burns the extra gas on the burner but the extra draw that is caused tries and sometimes suceeds to extinguish the flame from the pilot light.