I would suggest that you remove all the grates, drip tray, and flame shield from the grill so you can easily see what is happening in the fire pot. Clean the fire pot of pellets and then prime the auger to add fresh pellets to the pot. Watch the process to see what is happening. If the auger is working properly, you will see pellets drop into the fire pot.
Next, set the temp to 200-225F. Then press the ignite button with the lid open. If the hot rod is working properly, it should get red hot and the pellets should start to smolder. The hot rod only functions during the ignite phase. Once the fire is started, the hot rod is no longer needed. The fire should be self-sustaining.
With the lid open, listen for the noise of the fan. It should turn on and off periodically to keep the fire burning.
After the thick white smoke dissapates, close the lid, but lift the lid every five minutes to observe the fire. Periodically, the auger should push new pellets into the fire pot and the fan should run intermittently. Keep up the observations for at least 30 minutes. If the flame goes out after 20-25 minutes, hopefully, you will be able to determine the reason.
If everything works successfully during the test, then reassemble the grill and try a short cook of 1-2 hours.
Report back what you observe during the test.