If I were doing this, this is what I would do.
I would clean the contact end of the thermo couple and the part where it connects to the regulator.
Check for leaks
Get a hand propane
torch. Connect everything back together as described in previous posts.
the pilot and if it goes out when U let off the button I would lite it again and put the torch flame on it, wait a couple of minutes and let off the button. If the pilot goes out then, I would take the heater to a qualified repair facility.