Vent free Gas fireplace pilot light wont stay lit

I purchased a vent free gas fireplace this past spring when they were one sale at a local store and it seemed to work fine with the little testing I did to make sure it worked properly. I turned it off shortly after installing it because I wasn't going to use it until the this winter.

This year when trying to use it, the pilot light wont stay lit half the time. In the times when the pilot light will stay lit long enough for the gas bar to ignite, the fire will cut itself off shortly thereafter and the pilot light will go out again. The only time I can keep a fire going is if I turn the heat all the way up and it works until it reaches the right temperature to cut itself off. When it does cut itself off the pilot light goes out again.

I'm guessing (although I don't know for sure) that it has something to do with the fireplace not being able to detect a flame and its cutting itself off as a protection mechanism. Unless I go full force on the temperature setting which generates enough heat where that isn't a problem. Can anyone give me any feedback on what exactly could be going wrong and what I should take a look at?