pilot light won't stay lit
pilot lights, but won't stay lit when red button released
kevin schmidt , The thermocouple is probably the problem. When lighting the pilot, if the thermocouple is not directly in the flame and doesn’t get hot enough to allow it to open the safety valve. If it is directly in the flame and it won’t stay lit then the thermocouple is probably defective and needs to be replaced. If thermocouple replaced and attempt to light the pilot and still will not stay lit, then the safety valve will be defective and need replaced. See below a link to Vulcan service/repair manual.
Good luck. I hope this helped you out, if so let me know by pressing the helpful button.