I had a Valor Brazilia F5 balanced-flue wall heater fitted last year. It replaces a previous one, but it has the same problem. The pilot light lights up when turning the control knob anticlockwise as far as possible. One is supposed to hold it for 5 seconds. Then when one lets go the pilot light stays lit and the heater can be used. In fact it takes 5 minutes of holding rather than 5 seconds to persuade the pilot light to stay lit and then not very likely. I have had engineers out who cleaned the burner and replaced the thermocouple. All to no avail. As an engineer visit costs £149 I can't throw good money after bad.
I also have a gas fire in a different room which sometimes has the same problem but not so much that it cannot be used. ISTM all modern gas heaters are unreliable like this.
If the issue is that the thermocouple never gets hot enough, I am wondering if I could heat it with a hot air gun. It looks as if a DIY solution is needed, since engineer visits are expensive and ineffective. Or should I write the heater off as useless?