The flames went out in my gas fireplace while on low, in the middle of the night. Not just the pilot, but the actual flames. When this happens will fumes escape into the house?

Yes they can. You can also have a gas explosion if they accumulate and then ignite. The pilot allows the gas valve to stay open and unless you manually shut the gas off or have the pilot go out, the gas will escape. Hopefully, the gas went up the stack but be careful in the future. Did you manually turn down the flame?

The flame has gone out in the middle of the night. Two nights in a row. Not going to use it till I can get someone to look at it. Hate to use electric heat but, hate the idea of blowing up even more. LOL Thanks for your help.

Can you smell the gas or relight the burner without changing the control? Is it NG or Propane? Vented or non vented? Can you manually turn down the flame? It could be a gas valve issue or a weak thermocouple. I'd probably change the thermocouple and make sure the pilot flame is properly directed on the thermocouple.