Are you operating with both tanks open and the selector set to one tank? Or are you waiting until the first tank runs out and then manually switching to the second one, after opening it up? That can introduce air into the line, which needs to be bled off (usually by lighting the stove to get gas flowing) before your system will work properly. With both tanks full, they should both be open and the valve indicator set to one side, not in the middle. When one side runs out, the valve should switch to the other tank, and the indicator change to red. The selector switch will not move, however. You have to do that (the indicator should now change back to green) and then take the empty tank for filling. Reconnect the filled tank and open the valve on it, but do not switch the selector back over until your second tank empties and the indicator turns red for it.
If your furnace is fuel-starved, it will attempt to light three times before it gives up. Until you get the air out of the lines, it won't work.
A caveat to all of this is that those selector valves are not always 100% reliable and you could empty both tanks and not show "red" until they are. Had that little experience with our previous TT. How are you "reading" the tanks? And are you sure there's no leak in the lines?