oven problems on brand new stove

oven problems on brand new stove We purchased a Vulcan SX36-6BP, propane, installed in residence, gas pressure has been checked and is correct. The oven pilot comes on, stays on, oven will light goes out in about 5-10 min. If the shield over the burner and the bottom oven floor is removed the burner will stay on. The burners on top of the stove work but the flames are about 6+ inches high. Any ideas?