I have a Charmglow ventless fireplace. When I light the pilot the furnance will run properly until it reaches temp. then it shuts off the pilot goes out and requires relighting if it relights. I took your suggestion and had it professionally cleaned still the same problem

In any gas heating appliance there will be a thermocouple that sense if the pilot flame is lit (lighted?).
You bypass this with the regulator by holding the button temporarily and that allows you to light the main burner. If the thermocouple is bad (not uncommon- they sit in a hot seat all the time), it will disable the gas supply.
The thermocouple should normally measure nearly zero Ohms on a multimeter; if it doesn't, it's bad.
If the thermocouple checks out OK, then the regulator has failed.