If you are able to light the pilot, there is nothing wrong with the gas; the gas is unregulated right to the pilot. The problem is still with the thermocouple or the gas valve pilot solenoid.
A thermocouple can be installed incorrectly. The instruction is to screw the thermocouple into the hole by your fingers until it bottoms, then use a wrench to tighten it 1/8 additional turn only (to make electrical contact.) Any more or less than that can make an unsuccessful install.
I assume that you have the flame playing on the thermocouple correctly for the 30 seconds. If a correct thermocouple and flame, then the gas valve is bad.