This fireplace can shut down if the pilot flame does not continually engage the heat sensor.
To verify if this is the cause, please carefully observe the pilot flame while it is lit. It should look similar the photo below:
If the flame is actively dancing around the sensor, then air flow is likely coming from within the fireplace cabinet.
The probable suspect is that one or the both of knock-out panels, located on either side of the fireplace (outlined in red below) was not properly re-installed and sealed when the gas line was installed.
These panels should be sealed with non-combustible metal duct tape. Failure to close these can bring draw air from within the walls across the pilot assembly causing the fireplace to shut down.
If you are the end user and are still experiencing a problem , please contact you fireplace retailer and/or installer.