Lennox heater, have had checked out by gas man, pilot cleaned and tightened, new thermocouple, can light pilot, heater works 6-8 hours goes out and can't relight right away, pilot won't stay lit.
Any suggestions?

You may have a bad holding coil in the combination gas valve, this is where the thermocouple is screwed into the gas valve, this part is replaceable but the gas valve is useually replaced if this is the case, Good luck, Mike

There is a possibility that when your furnace burners turn off and they go out they may be creating a draft that is pulling the flame away from the pilot and it is going out also. Watch the pilot a few times as someone turns the thermostat from off to heat and then back to off, see how this affects the pilot.

You may have a crack or hole in your heat exchanger(blowing out the pilot), The gas company will not check for that. Call a local HVAC company to run a CO test and check your heat exchanger.

Leaky heat exchangers kill. First check the capped off pipe where the gas goes in the furnace, the drip leg. Shut the gas off and empty any water out.