Pilot Light Old Wall Heater

We have an old coleman gas wall heater that was in our house when we bought it.
Pilot light old wall heater. Turn the control valve on the heater until the marker that says pilot is lined up with the marker on the outside casing. For old wall heaters after turning the dial towards pilot hold down on the pilot gas button instead of the ignite button. After about 30 seconds release the button. Press inward on the valve.
Step 4 press down the red button next to the control valve and keep pressing while you hold a lighted match or lighter next to the pilot orifice. If your old gas furnace has a standing pilot you can follow a standard procedure to relight the pilot light. You should hear a hissing sound coming from the valve. Turn the gas control to pilot and hold it in while you light the flame with a match or a lighter.
When one isn t working properly the. Each time the heater works for a week or three. Old gas wall heater. This is probably something really simple but i can t figure it out.
Gas wall heaters whether vented or unvented can supply enough heat to warm a small or medium sized room and they can operate with propane or natural gas. I changed the thermastat and the heater worked for a week or two. I have changed the thermastat 3 times. All i m trying to do is turn off the pilot light inside our new apartments wall heater.
Then press the button again to light up the pilot. The pilot lite is lit. That same day when we tried to turn the heat back up. Keep the knob in for 20 seconds and then release it and turn it to the on position.
Have a match or long lighter available to light the pilot. The new wall heaters ignite the pilot light with a spark. When the pilot lights remove the flame but keep pressing the button. Recently i had to re light the pilot light on an older model wall heater and decided to capture it on video.
The reason that i think it is the thermastat is because i take it off and touch the wires together and each time the heater comes on. Find the valve located in the heater and turn it to pilot. We have never had any trouble with it until one day we turned the heat on the thermostat all the way down. The gas wall heater will not turn on.