I think your trailer outlet guy is wrong! I don't know about you but I generally use my PUP electrical system while the trailer is not connected to the car. The car fuses won't help a bit. You need fuses on the trailer to protect the circuits for your lights, fridge, furnace, etc. The fuses need to be between your battery or converter and the appliance(s). Without fuses, you'd be risking a fire in the trailer or at least some melted wires. Manufacturers wouldn't put fuses in there if they weren't needed.
If you try all of the above and it still doesn't light, try cleaning your pilot orifice. I used denatured alcohol and canned air.
I had a problem with my water heater this year. It turned out that the pilot orifice was dirty and the pilot would light but the flame wasn't big enough to light the burner properly. As soon as I cleaned the orifice, I noticed that the pilot flame was about twice as big as it had been and the water heater worked perfectly. If the flame is too small, it may not be heating the thermocouple properly.