Hello Yellows, whilst the make of caravan is not especially relevant, make model and age of the heater is important. I suspect the forum members have been assuming you some type of Truma or Carver heater which were very similar products. However if it is a Carver model, that makes it at least 24years old, and whilst many will still function quite well, there are reasons why they should be checked(not necessarily taken apart) annually as they age. As you tell us the flue cap was blown off, that should just screw back in place. It was designed to be able to flip out should you encounter a low branch when towing.
As for explosive ignition, you tell us your using Propane which is the better gas in near or below freezing temperatures.
Assuming the heater is in good functional condition, generally once these heaters are lit, the only things that will stop them is exceptional air flow issues around the caravan. If a caravan is parked next to a building, the corners of the building can affect wind direction and strength. If these compromise the flow around flue, excessive pressure may prevent the flue gassed from leaving the flue pipe. This causes the flue gassed to build up in the pipe and eventually baffle the flame on the burner causing it to usually turn candle yellow, if this is sustained, the flame will be starved of air and it will go out.
The heaters flame failure device usually takes between 10 and 30 seconds to cool down enough to close the gas valve, so during this period gas is still being injected and a small excess of combustible mixture can build up below the burner bar. If the baffling is relieved and the natural convection of the flue restblished before the flame failure device (FFD) closes the gas valve, the fresh gas and air mixture will move up into the burner area. In your case you must have a battery operated reigniter. This independently monitors for the presence of a flame using the electrical conductivity of a flame. It will automatically turn on a series of sparks, when the flame is lost. As the excess mass of premixed gas and air reaches the spark probe, it will all reigniter vigorously, and that is the most likely cause of your bang.
If the heater is very old, some internal parts can corroded. I have seen burner assemblies which have lost parts of thier tops which prevents a stable flame from establishing.
So a proper heater service(which needs an internal inspection) I think might be called for.
To prevent or reduce wind issues try and move the caravan away from the building. If it happens on site, sometimes turning the caravans direction a little can make a big difference. In exceptional circumstances you get extension flue pipes that screw in to raise the top of the flue.