I don't know what to tell you.
This is the first I've heard about one going out without even putting it in the smoker or mailbox. That eliminates the "bad airflow" problem.
The only other main things would be either your pellets are damp, or you're still not getting a big enough red hot cherry going.
Believe me---The extra work is definitely worth it.
Before you give up, try this:
Here's probably the problem. Everyone I've taught how to get them lit properly has swore up & down they were lighting them fine. Many of them have recanted that statement since. I light mine deep with the Propane torch. Then I blow on it down & in toward the bottom of the unburned pellets. Then I let the flame burn awhile. When the flame goes out, I blow on it down & in until the glowing red goes deeper. Then I let it flame awhile. Then a few minutes later I do the same thing again. Then a few minutes I do the same thing again. I do this until I get about a 2" or better long, full row width glowing cherry in the bottom of the pellets. Then after about a total of 20 minutes of coming back & blowing that cherry deeper & deeper, I put it on the little bars to the left of my chip burner assembly. The only time mine ever goes out is if I use straight Cherry pellets. If you use a heat gun, you can cut the time & energy down from my method. This all sounds like a PITA, but I feel it is worth it to get up to 11 hours of perfect smoke.
Hey, Bear--didn't I steal this from you? No wonder I sounded so eloquent--I plagiarized you, buddy!
Bear, I'm having the same issue with the AMAZIN. I even tried forced air with a small fan blowing into the opening where the chip loader goes and the dang thing still went out. It certainly looks like an airflow issue. When using the Amazen, do you leave the ash tray and chip loader in or out? Without a lower damper door, there's only the top damper to control the airflow and temps.
Since it snowed yesterday, I'm doing a Rib smoke today using the MES40. I'm prepared to use either chips or pellets.
any help would be greatly appreciated!