Pilot won't stay lit after replacing thermocouple
If their is a good flame on the thermocouple then it is a bad gas valve. Sometimes if the gas valve is just barely bad a hotter thermocouple will work for a short time but finding a hotter thermocouple is just hit and miss. I have seen people try 4 thermocouples and the fifth one worked then they claimed the other four were bad. The furnace of course stopped working a few months later after the thermocouple mellowed a little.