RV Repair: Water heater will not stay lit..., pilot flame, flame sensor

Question
It is a manual light.  I worked on it a bit last night and noticed something that I thought was odd.  As long as I keep the door of the water heater compartment open, the pilot will not go out and the main burner will keep on going.  I left it burning for 15 minutes and it did fine.  It may also be important to note that the flame on the pilot is a yellow lazy flame.
Thanks for your quick reply, it was appreciated!!
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Followup To

Question -
I have a 2000 Jayco Qwest 294J.  I have always had an easy time with the water heater until our last trip.  The pilot light would light, the tank would flare up like it always has in order to heat the water, less than 2 minutes later - no pilot, no flame, water still cold as ice.  I have tried over and over again but with the same result.  I also noticed that approximately 2 inches back up the gas line from the pilot there are two bolts.  When I light the pilot there is actually a small flame that appears on and aroun these bolts?

Any help would be appreciated.

Answer -
Hi Rusty:
Sounds like you have a leak in the pilot line that you have to fix. I need to know if it is and electronic ignite unit or do you light the pilot manually?
Bill

Answer
Hi Rusty:
Did you repair the leak you saw before? The pilot flame tends to be small but it should be blueish. The flame sensor bulb should be in the middle of this flame. The flame sensor getting hot is what keeps the main gas flowing. If you have a good flame and the sensor gets hot and it still goes out I would change the sensor first and then the main gas valve. The sensor is a gas filled bulb that transmits a pressure signal to the main valve. There is really no way to check it other than physically looking for damage. They are not expensive whereas the gas valve is so change it first. Also check the pilot line for any leaks or restrictions. Good luck.
Bill