Hi bighorn2017,
Congratulations on the new Bighorn and welcome to the Heartland Owners Forum.
If you have two air conditioning units, you have two thermostats. Each thermostat controls one of the air conditioners. But only one thermostat controls the furnace. It's usually the one in the hallway or living area.
When you change the mode to HEAT, and the set point is at least a couple of degrees higher than the ambient temperature at that thermostat, the furnace blower should start blowing cold air. After about 20-25 seconds, there should be an attempt to ignite the gas. If it fails to ignite, there will be two additional attempts and for safety, the furnace will go into a locked condition. To reset the furnace, you have to cycle the thermostat to OFF and then back to HEAT.
If the gas line was not purged before trying to start the furnace, it may have gone into a safety lockout. Light a burner on the cooktop and let it run for a minute to make sure you have all the air out of the lines and good flow of propane.
Also, the propane tanks have an overflow protection device. If the valve is opened too fast, the protection device will block flow of propane. The solution is to close the valve, wait about 15 seconds, and re-open the valve very slowly. And of course purge air from the line by lighting a cooktop burner.