This will not cause your stove to shut down.
It needs sealed up for your Safety (CO Kills) but q Pellet stove will run with No Venting hooked up.
The Feed gate being set to low, T/C placement, and ash trap door (bottom of pot) are my most likely guesses.
Have you tried to open the Gate ALL THE WAY?? If the stove doesn't get enough fuel? It will not start or stay running?
Try opening gate 100%. Set stove to Med or High and restart..... See what happens.
Even with the gate open all the way the same thing happens.