Wall furnace blowing out
is this in pilot mode or burn mode??
Suspecting it is pilot mode and you 'may' have a bad or malfunctioning thermocoupler. That thermostat looking thing that is in the pilot flame to keep the pilot lit. IF it malfunctions it shuts off the gas supply to the pilot as a safety. Easy enough to replace and while its off blow out the pilot gas line to be sure dirt or spiders havent nested in there in the off season!!
IF its in the burn mode,,suspect a bad gas valve,,its about all there is between the gas line and the burner!!
IF that doesnt solve it better have a tech come look!!