Oven will not work in coachmen

Beyond the startup sequence, you may have a clogged orifice on the pilot gas tube. The pilot tube in an oven is at the lowest spot of gas piping and it's possible that something is blocking the orifice. Remedy is to remove and clean. Also, any baking residue that falls onto the pilot tube can either block the gas flow or misdirect it. Remedy is to clean.

FWIW, I use a small propane torch to start pilots. I can direct the torch flame onto the thermocouple to decrease wait times.

On my oven, you have to push the knob in and hold it in while lighting the pilot.

There are different types of ovens with different lighting procedures. On my 93 TT with a Magic Chef oven all I have to do it turn the oven selector to the pilot position and then light the pilot. It's a really, really, small pilot and hard to see. Once the pilot it lit if I want to use the oven I set it to the correct temp and then the flame on the pilot becomes much larger. After a few moments of the larger flame it then kicks on and lights the whole oven burner.

Maybe start back at square 1...make sure the propane is turned on. Light the stovetop burners and let them stay on for maybe 15 seconds or so to make sure the line is purged. In both our HTT and TT, the exact spot to hold the lighter is not just really easy to see...check with a flashlight. It's probably about 2/3 of the way to the back and likely on the right side of the burner. If you're not holding the lighter in just the right spot, they can be really contrary. Yes, turn to "pilot", push the knob in and even after you see it's lighted, continue to hold for a few seconds and then turn to the temp you want. If you've tried all these suggestions, you may need to have it checked.

May depend on the model of your oven. I know in my older oven I just turn the knob to pilot (sometimes a little more) and use a long stem lighter to get the pilot going.

Unless you heat the thermocouple as indicated the gas will not flow.

You don't say weather this is a new to you oven, or one that you have used in the past that has stopped working. If it is the former, perhaps you are not using the correct procedure. Try this: When you turn the knob to "pilot" you must push it in to get the gas to flow. While pushing it in, hold a lghter to the pilot and the gas should ignite. But continue to hold the knob in until the thermocouple adjacent to the pilot heats up. This should take about 30 seconds. When you release the knob the pilot should stay lit. If it does not repeat the procedure holding the knob a little longer to make sure the thermocouple has enough time to heat up.