I have a Carlson in my '63 Globe Trotter. I don't know if it's the same as the ones in the Bambi, but on pictures I find, it looks similar. I had trouble keeping my pilot lit also. I was able to replace the thermocouple; it seems that thermocouples are pretty generic. On the other hand, something sounds wrong with yours because the main burner shouldn't come on if you are lighting the pilot. My control knob has three positions. If I remember correctly, totally counter-clockwise position is "off" . Fully clockwise position is "pilot'. You should be trying the light it in the "pilot" position! Midway between the two extremes is "on". The main burner only comes on in the "on" position. If your main burner is coming on in the "pilot" position, your gas control is probably shot. I certainly wouldn't use the heater if that's the case. When I've asked about repairing the Carlson, I just get either blank stares, or "Sorry, you can't get parts for those". But, I feel that with the proper know-how, one could cobble in a new gas valve and make the heater work properly. (They are not that high tech!)
Fortunately, my Carlson does work. The fire box is not rusted, and I checked the vent tubes to make sure they don't leak. I like the way it heats the trailer silently without using any electricity. I also like the fact that the combustion products are going outside (unlike catalytic heaters). I do wish it had a thermostat in it that would turn the burner off when the trailer is sufficiently warm .....but the way it's made, it is either "on" or "off". If you turn the knob somewhere between "on" and "pilot", however, you can throttle the main burner back some. I don't know if that's recommended, but that's what I do. It gets the trailer blazing hot in 20 degree weather, I can tell you!
I hope somebody else can be of more help than I am .....