Hi Rick
The socket is almost certainly downstream of the regulator in which case you would not need another regulator. You can probably see inside the front locker where the pipe from the socket goes and this should show you where it joins the main system. I have never heard of a BBQ socket working at gas cylinder pressure but there are people on this forum better qualified than I am who can probably give you a definitive answer. It may help to know which model and year of caravan you have.
What you will need, if you don't have it already, is the fitting that goes on the end of your hose that snaps in to the socket. You are right, it is a quick release fitting. Usually there is a tap on the fitting which will only open when the hose is attached.
