If the thermocouple is not heated sufficiently then the pilot flame can go out intermittently.
I also once had a faulty brand new thermocouple..... which flummoxed me for a while!
Also the flame can go out if the flue is blocked or insufficient oxygen is present. If the flue is blocked you will get a build up of CO - which is inert and can extinguish the flame....
Phil B
March 2009