Pilot lite will not stay on when I release the igniter pressure knob REH-18-N wall heater!

Without a pilot flame sensor signal the pilot light will not stay on and the heater won't work. Try Replacing the pilot flame sensor, the pilot flame burns on to it and it connects to the valve. It looks like a wire.

I am thinking about buying one but would like to know if it will work at 8'000 ft. elevation.

making one out of 1/4 inch copper might be easier

For some reason it seems the safety protection is activated? Perhaps a faulty thermocouple? Usually that anyway. Or electronics have failed.

replace the thermocouple. it is a small copper tube that screws into the gas valve and goes to the pilot assembly. a good haedware store that sells heaters will have one. they come in various lengths 18"-48".

Normally when you release the knob it work the same as a two way switch ,which mean gas will stop flowing through the small pilot channel and will flow to large channel where it will continue to burn.
In your case, you have to strip down the regulator switch and look where the gas passage is glogged.

THIS HEATER DO NOT HAVE A PILOT YOU MUST HAVE A DIFFERENT MODEL. DO YOU GAS? TURN KNOB TO PILOT PRESS. LIGTH PILOT WAIT FOR 60 SEC AND RELEASE IF STAY ON TURN KNOB TO ON. IF TURN OFF PILOT MUST BE REPLACE

will either be the unitrol control box or the thermocouple, when you push down you are holding two magnets together and waiting for a small charge to be created from the probe in the flame , if this is not working you have no charge and the magnets won;t stick to allow the valve to open, change the thermo and see if that works first, its way cheaper than a new controler

You may need to take the pilot assembly apart and clean the pilot orifice. If the pilot does not stay lite you may need a new thermocouple. Good Luck.

We had a problem keeping the pilot light to stay on, and this site recommended that it could possibly be the thermocoupler that was causing our problems also. We ordered the thermocouple, put it on,hooked it back up and it worked great! Thank you so much.
ordered thermocouple from www.masterparts.net