I don't suppose that many people go abroad without taking out separate insurance coverage for the caravan, but for the few that do, a word of warning. So long as the caravan is hitched up to the car it is covered by UK third party coverage on the car. However, if it is parked in the road without being attached to the car it is treated as an uninsured vehicle and, for insurance purposes, most countries do not distinguish between a motor vehicle and a trailer. So long nothing happens, probably nobody will care, but should there be an accident involving the parked caravan (on its own), one could be in for a lot of trouble.