Regarding the gas not staying alight, PeterD was correct. Before purchasing another unit, I thought that I'd pull out the fridge to ensure that I could actually do this.
Anyway, the Thermocouple was not screwed into the safety switch. Screwed it in & put the whole thing back together and it worked.
Do a leak check yourself. Mix a teaspoon of dish washing detergent in a cup of water and apply to the fittings using a brush. Bubbles will form if the joint is leaking.