Why does my DICO Thermostat keep shutting off my heat after being lit only 10 seconds?

Is this the Dico unit in the furnace?

Why does my DICO Thermostat keep shutting off my heat after being lit only 10 seconds?
How do you know it's thermostat? Is there 24V on W at the furnace? After 10 seconds I would say it is ( if this is a electronic ignition type) the furnace. Jump R and W at the furnace to see if this is same problem if it isn't check by jumping the wires at the thermostat - if the furnace works fine (runs) then check the setting on the thermostat and check the amp draw on the gas valve.

Sounds like it could be a flame sensor problem. I would go to the sticky at https://www.askmehelpdesk.com/heating-air-conditioning/heating-cooling-maintenance-repair-troubleshooting-frequently-asked-questions-58313.html
And read the section on sequence of operations. Near the bottom of the sticky there are pictures including one of the flame sensor.