Hello maiseymoo,
You need to do a little more fault finding but in a specific order to eliminate or find faulty components. Do not dismantle anything unless you are confident with working with 230V power.
With the mains cable disconnected from the caravan, do the internal lights work? - if they do they must be the 12V powered ones. You need to find a light that won't come on check the bulb to make sure it's a 230V bulb.
Now reconnect the mains hook up cable, If the 230V lights work then there must be power reaching the caravan. If the sockets are still not working, then it will almost certainly be the 10A MCB in the caravans distribution box which has gone faulty. The MCB can't be repaired it must be replaced.
If the 230V lights still don't work then there are further checks that need to be done.
I assume you have a short blue socket to a 13A household plug to power your caravan at home. Check the fuse and wiring in the 13A plug.
If the fuse is ok, you need to eliminate the EHU cable itself. Plug the short 16A to 13A adaptor into the blue power inlet on the side of the caravan, then use a normal household mains extension to connect to the house. If it works then the EHU cable is faulty and needs to be checked for correct wiring and that no wires are pulling out of the connectors.
If you are still having no joy, then it becomes more difficult to troubleshoot remotely. I suggest you get an electrician to check it out for you.