Welcome to the forum, you have come to the right place to get it figured out. A little patience is all that is needed and in a day or two you will be enjoying the heat and wondering what all the fuss was about!
Is the fan that supplies combustion air to the fire running when it goes out, I suspect it is not. I am not running your model stove, but it sounds like the timer settings for "pilot" mode need to be tweaked.
Here is a short explanation of what I am talking about, I apologize if this is too simplistic a review, not trying to insult, just covering the basics. When the temps are warm enough so that the thermostat doesn't call for heat the stove will fire on and turn off based on timer settings to keep a fire on the coal bed, like a pilot light on a gas unit. If the timer to turn on is too long since the last "pilot" burn then the fire will go out because no air is being supplied to maintain the fire. If the "pilot" burn is too short before turning off, then the coal bed doesn't get fired up enough to stay lit until the next "pilot" burn is called for. There is a balance from stove to stove and install to install to get it dialed in so that you get the most efficient coal burn that can be reasonably expected. With a stoker you will always have some partially burned coal because of this on /off pilot operation during warmer temps.
Do you have a manual for the stove describing how to set the timers and maybe a suggested initial setting for them? Can you post a pic of a close up of the control box, maybe the controls and their current settings can be seen?
Also just thought to ask if the power vent has been thoroughly cleaned of fly ash? I am assuming this is a new installation so there shouldn't be any at this point, but just in case it is a used unit.......