You shouldn't need to clean the pilot. If it frequently goes out you need anew thermocouple.
If you are not familiar with this, please call a gas technician, it is potentially dangerous enough to blow up your house.
If the tub is not getting hot water the issue is probably with the hot water heater. The hot water heater may have tripped a breaker or the pilot light went out.
Gas not turned on to water heater. Gas valve on water heater not set to pilot setting. Faulty gas valve. Igniter for lighting pilot not working.
Have you turned the control from Pilot to On? Have you increased the temperature setting?
is the lines on the thermal coupler and pilot light for a hot water heater supposed to get hot
THERMOCOUPLE or defective gas valve
Same as any hot water heater. Turn the gas valve to off.
No, it is not dangerous. (Unless you are working with a water heater that is 20+ years old.) In any modern hot water heater, if the pilot light goes out a fail-safe will go off - preventing gas from leaking out. Also, there is a sensor so if there is not enough air-flow or oxygen with the water heater, it will shut off the gas.
Sounds like you need a thermocouple.
It will not -- It must be wind comming down your flue and putting it out
Most pilot lights are not adjustable. If it's not working properly the usual solution is to change the thermocouple.
If it is gas operated, the hot water heater may not light because it may have a defective millivolt sensor. The millivolt sensor is heated up by the pilot and generates a fractional amount of voltage telling the gas valve that the pilot is lit and the gas valve can now be safely opened to heat the water heater.
Spillage excessive condensate bad thermocouple draft