What would make my Lennox gas stove just shut off and the pilot light goes out as well?
Check that the gas supply is okay.  Maybe someone fiddled with the gas valve.  Maybe there is a gas leak outdoors.  Verify that another gas appliance is working correctly.
Check the space between the pilot light and its themopile or thermocouple.  If the flame is not heating the sensor, the pilot light is supposed to be cut off to prevent gas accumulation.
Check the wiring between the thermo-sensor and the valve.  If the wire breaks or is disconnected, it can't keep the pilot light valve on.
If all seems fine, measure the voltage applied to the valve and compare with the specification.  Maybe the thermosensor needs replacement.