Water heater pilot light always goes out during the night
The problem ended up being my gas supply. I was sure the thermocouple was installed properly and the whole assembly was cleaned properly as well. The other thing being that the pilot would always go out in the morning and would be fine during the day was another reason.

I called my gas distributor and they sent out some guys to pump the water and condensation out of the gas pipe entering my property. Unfortunately, I live in an area where they still use low-pressure gas which are susceptible to condensation. A lot of pipes are also very old, and have small leaks and cracks, enabling water to enter.

After the water was pumped out, my pilots have been rock solid ever since. They are going to upgrade our area to high pressure soon, so hopefully this should not be a problem for long.