The furnace must have 12 volt DC present to operate, its control board and blower fan run from 12 volts so they can work when you are dry camping with generator off during quiet hours. Should have had 12 volts from the converter with generator running, so even if you had operated the coach battery disconnect switch you should have had 12 volts available to the furnace.
Since you are newbies here is some basic stuff don't take offense if some are too obvious...
1. Thermostat in Gas Heat switch position?
2. Thermostat set to call for heat?
If those are done and you have 12 volts, right after you move the thermostat to call for heat listen for its spark ignitor clicking making sparks to light the pilot, then the pilot heats the thermocouple which lets the control board open the main gas valve to the big furnace burner.
A lot of control boards will try to light pilot only 3 times then "lock out" so you may have to switch the thermostat to off and then back to heat to reset this. If you had air in your propane line you may have gotten locked out and take several tries to get the air out to the furnace before there is propane to light the pilot and get things going.
One last thing - if you don't have wasp guards on your furnace air intake and exhaust ports on the outside of the camper your furnace may not be operating due to wasp nests built inside it.
Randy - Manhattan, Kansas
2015 Vista 27N
2020 Ford Escape Hybrid