Please allow me to evaluate the issue & respond with some logical advise,
Please see this link to verify the pilot lighting process - http://www.heatilator.com/customercare/pilot.asp
If still not able to keep lit, either the pilot assembly is still dusty causing a yellow tipped flame and/or the pilot flame is not hot enough and/or the pilot generator is weak and/or defective. Remove and Clean the pilot assembly again and also replace the pilot generator (PG)The ends of a "Pilot Generator" will have wire leads and metal wire terminal ends. These ends most often have one of three different style terminal endings. A "Y" metal terminal end or an "O" style end or an open "Spade" terminal end.A pilot generator can be identified as, usually but not always, having two wire leads. These wires leads, are usually attached directly to the body of the gas valve with small screws. The pilot generators wires can also be attached to a reset device not directly located on the gas valves main body part.Pilot Generators do become weak and/or worn out or otherwise defective. Both time and the flames continuous heating of the pilot generator element parts contributes to them wearing out over time.These parts are often the most likely part to cause any gas appliance equipped with this type and or style of safety device, to become inoperable. It is also one of the easiest and least expensive of parts to replace.
You can take the part to a local Appliance Parts Distributor to find a proper replacement that will fit
You may find a authorized dealer from link below -
Check Grainger for universal part that is close match-
Americanhvacparts.com has a good selection of parts-
Your pilot flame should be a lovely shade of blue. If it is yellow in the least , there may not be enough heat to generate millivolts required to keep the pilot soloniod energized. If you do have a yellow flame , disconnect the pilot tube at the gas valve and blow it out with compressed air or something similar. This will clear an oxide that builds up on the pilot orifice.To test a thermocouple.You need a Multi meter set to dc volts in the millivolt range. Unscrew thermocouple from gas valve. (This test requires the use of alligator test leads or 2 people , one to hold the leads and the other to light and hold the pilot button) Put meter lead across the two wires of the Thermocouple which should be encased in the pilot flame. With a good flame you will see the voltage climb over 20- 30 seconds to max out around the rated 750mv range keep a gas valve pilot open.