Hello John,
I am sorry to read of your experience. I hope it does not put you off towing in the near future.
I think the issue has two separate sides here.
Firstly the legal aspect of driving does place the onus on the driver of any vehicle or outfit, to ensure it is safe and in a road worthy condition when it is used on the public highway. Sadly if any prosecution is to be taken by the police for a related motoring offence it will be against the driver/owner.
But the second side here is a sale of goods matter, and that is "Was the product (caravan) fit for purpose"? It is a reasonable expectation that if a product like a caravan has been 'prepared' by a reputable dealer, that it should be free from design, material and workmanship faults when it is handed over. ( the Sale of Goods Act requires it!)
When you collect your caravan, the dealer's representative should go through it and make you aware of any safety critical points that should be attended too such as checking the wheel nuts after XX miles. They should have evidence that such point have been brought to the customer's attention at the time of handover. The simplest and most effective is a sheet signed and dated by the customer.
If the instruction is that wheel nuts should be checked for correct tightness at about XX miles after every time a wheel has been removed, then in my view the dealer must tell you rather than rely on the principal of 'it's common knowledge.' Clearly it is not universally know.
Importantly, even if this vital safety information is printed in the owner's handbook, the dealer cannot rely on that fact as being an adequate reason not brings it to the customer's specific attention. Realistically It would take to long to read the entire instruction book before you towed it away, the dealer would be unhappy, so the principal is already set that for a caravan purchase it is the normal expectation the details in the instruction book are unlikely to be read and fully understood until the new owner get the caravan home for the first time. Thus the information about the wheel nuts may not be seen until then.
The dealer must bring such safety items to your attention, because the dealer does not know how long your first journey will be from the dealership. Some people might live in Scotland but may purchase the caravan in Devon, in which case the magic mileage number may easily be exceeded.
If a wheel falls off, then clearly the caravan is not fit for purpose. If the dealer suggest that you should have checked the wheel nuts after XX miles, and because you didn't its your fault, then ask him to show the EVIDENCE that you were told informed about this safety critical matter before you towed it.
I do not know how much damage has been done, but whether it justifies a complete new caravan or just a competent repair, that may be down to what a judge decides.
You may need to get trading standards involved, as the standard of safety preparation is clearly not good,