If you have had the caravan wiring checked out by a professional, and they can find nothing wrong, then it points to a problem with the wiring connections to the car.
I'm really not sure anyone on the forum could offer any other practical advice other than to point you to wiring information. Try Googling "Caravan plug wiring".
Friend of mine had a similar problem , it turned out the car and van wernt compatable, it was a VW , got it sorted eventualy and it was the way the car was wired.
If it is a new caravan, take it back to the dealer for a check before fiddling around. You can then probably hitch up to one of their other caravans to check whether it is the car or not.
Spike
You haven't said what your car/caravan combination is. Graham has been mentioned that there could be problems with VW wiring. Indeed, in the Caravan Club magazine for Novemebr there is an article on VW's latest all-wheel vehicle and on page 68 it states "As with many modern cars, it would be wise to carefully check that the car's electrics are capable of satisfactorily powering a caravan's LED road lighting, if so equipped". Does your car/van fit into this?
Thanks for all comments,car is Hyundai IX35 and i have plugged it into another new caravan just to check. This caravan lights all ok and lights on car stayed on.have spoken to dealer and will be getting it checked tomorrow.