I got majestic fireplace m/n gbr36rn. when i light, pilot light coms on ok and steady on but turn the gas valve on position then goes off. this gas valve has thermopile and thermocouple both. what'

SOURCE: fireplace doesn't turn on

check the pilot injector might be blocked

SOURCE: GAS FIREPLACE

Yes, hopefully changing the thermocouple (skinny sensor) or thermopile(fat sensor) would do the trick.
Start with these fairly inexpensive repairs first.
Unfortunately if the honeywell valve is bad a new one can be expensive.
Also it is hard to order parts from Majestic, they just went bankrupt, not to long ago and Martin is taking them over. You might look for your valves model# and check online for other suppliers of that model# or ask for a compatible Direct Vent gas valve that's not as problematic. (eBay and HVAC dealers, etc.)
FYI:
You said it's been about 5 years, you might decide it's less of a hassle to have new gas fireplace installed. Martin and Empire are probably two of the best, with 5 year parts and labor warrantys.
Hope you find some success in your endeavor.

SOURCE: intertherm gas fireplace, model BDM 35, pilot goes out

could be thermocuple or pilot blocked clean pilot then try make sure you are turning to on and not back to off i was doing this the other day some go clockwise some anticlockwise

SOURCE: Charmglow gas patio heater won't start

You got to heat the thermocouple to get the gas valve to open ... I guess you know that ... You checked for spider web???

SOURCE: Vent-Free Gas Fireplace Turns Off

check pilot light to make sure properly in place with thermocouple check gas feed for proper pressure and new doesnt mean free from defects -bad valve,thermocouple,temp sensor