Modines are good heaters. At least the four that I have. I just replaced one of my modines after about 20 years of service. The burner was shot and I had an extra Modine so I just installed that one. Is there a loud noise when the burner goes out? It could be flashback that is blowing the pilot out. Try leaving the bottom open and see if that might help. Make sure there is nothing flammable around the heater.

The heater starts with very little noise. It runs and then the burner stops and the fan runs for a few more minutes. The pilot light goes out when I am not in the GH. I really dont hear any load noises
I had an issue with lots of soot build up in the beginning of season. I had it cleaned, new pilot , new regulator, removed and cleaned the burner. Still had problems with the pilot going out almost every day. Then I made a 4" air inlet pipe ran directly to the bottom of the heater. It will run for a few days and then the pilot goes out Maybe not enough fresh air. All this started after I replaced the covering. I believe that the house was drafty, and it got plenty of air. Now the bottom of the house is sealed tight
I have looked at the new Hot Dawg, that has fresh air intake, - and have seen a few other brands - . I may even get a smaller size heater. Calculations tell me I can use a 35-40,000 btu. This one is not running to long before the thermostat shuts it down.
I wonder if anyone has had luck with the Modine Hot Dawg, or another brand.