My pilot light light won't stay lit even with a new thermocoupler the flame has an orange tip:(

Is the thermocouple directly in the flame?

If you are sure the thermocouple is good, and the pilot flame is surrounding the tip of the thermocouple you have a bad gas valve. Also check and see if there are 2 wires that come out right under the thermocouple nut at the gas valve, if there is follow these wires, they will lead to a fusible link, Ohm it out, it should read nearly 0 ohms or it needs replaced.

I'd clean the pilot orifice if the flame is orange...