If you want to do this it's recommended that you use 318-A Arctic Grade Flex cable (it's what the orange caravan EHU cables are made of). The PVC cable used on standard domestic extension leads can become brittle and crack in low temperatures.
The obvious solution is to use the adaptor inside and connect your EHU cable to it, but if you have a 25 meter EHU cable and only need 3-5 meters to reach the caravan you have the issue of what to do with the rest of the cable (extension cables should be fully uncoiled when in use).