Re: power failed - - you said you are plugged in, but is the circuit breaker in the campground's power pedestal turned on ? And as stated above, verify that your propane is turned on.
You'll probably get much more info if you post the year/make/model of your RV as well as the make of whatever system is not working - in this case, the furnace.
And - WELCOME to the forum ! Hopefully your problem will be solved quickly.
2019 Thor Freedom Elite 30FE w/2020 Jeep Gladiator Toad
Living The Dream in "God's Waiting Room"