You have to track it down from the tanks to the burners. If you have propane in tanks (you said stove works) then track the line all the way to where flame is in water heater. You say pilot is on... well check the orifice at burner tube for blockage. Go to home depot, buy the correct socket and check to see if anode rod is bad, that will be next when you get flame at burner tube.
2011 Coachman Freedom Express 295RLDS- Sold
2015 F-250 FX4 SUPER DUTY 6.2L Gas 4WD SuperCab XL 3.73 rear / 158" WB / 8' bed. Factory anti-sway and brake controller