Colman oil burning stove

SOURCE: COLEMAN FURNACE BURNER NOT LIGHTING

There is a thermocouple "wire" that is supposed to be touching the pilot flame.
The thermocouple senses a flame (hot) and allows the heater to operate. If the thermocouple does not sense that the pilot is on, then it will not allow the furnace to operate.
Bend the thermocouple wire (or the pilot tube) so that the pilot flame is touchingg the thermocouple.

That shouls work now.

The air from the fan should not be blowing through the same cxavity that the pilot is in.
If it is, then you may have a leaking furnace whereby carbon monoxide may be seeping into your living quarters.
If the fix above works and the pilot stays on after the heater starts, then there is probably no leak.

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SOURCE: my colman forced air propane

No, it's not normal.

There are two things that can cause the problem: Low gas pressure or poor air intake at the air shutter control on the burner(s). The air intake may simply be clogged with dust and lint. In which case, you can clean it with a vacuum that has a hose and crevice tool attachment. Vacuuming the burners will also help.

As far as the low gas pressure is concerned , be sure your tank has enough gas to carry the heater. It may be running out. Gas pressure will have to be professionally checked.

The cleaning part, you can handle.

Hope this helps resolve your problem.