Hello, Is the thermocouple you are saying the same as the flame sensor that I think is the problem with your unit? . This flame sensor is a safety device that once the flame was accidentally blown out, the valve would shut the gas coming out of it. Please try to hold the knob pressed for about 5 seconds to give time for the flame sensor to activate the gas valve. If still the flame would not hold, try to look at the burner itself, look for a small stainless sensor supposed to be being heated by the flame directly. In some cases, this sensor moves and is not being touched by the flame itself that is why it would not keep the flame on. Or this sensor could be covered with carbon and would not activate the gas valve. Give it a good cleaning then ( the sensor).