I have an everdure indoor gas heater, pilot light lights heater and as soon as I let button out it goes out?

I believe you have a thermocouple problem.The pilot flame hits the thermocouple which in turn generates a very small electrical current and this is the current that allows the solenoid in the valve to stay open so the gas will flow. If the pilot goes off for whatever reason the valve safety shuts off and the unit will no longer operate. The only other somewhat normal occurrence is the pilot orifice is restricted not allowing enough gas to cause the pilot flame to be to short to keep the generation of current flowing but I would go with the thermocouple first.