WRT the hot water heater, you should investigate what type of burner the system it uses. The reason is that most water heaters have some type of fail-safe, ie a thermocouple in the pilot flame that senses ignition. If the pilot goes out, the supply of gas is then shut off and there can be no filling of the room with gas.
This is, of course, if the unit is somewhat recent in design. Obviously you don't want to simply take my word for it!
Knowing this will also help you in the future should you have to relight the pilot for any reason. It sure beats calling in the HVAC guy at $$$/hour to relight the unit. No offense meant if any of you guys are in HVAC