I think you are required to have either the vehicle lights tied into the the coach light outputs or have auxiliary lighting. My dolly lights were low and would be very hard to see with a car on the dolly.
When we towed the Mini on a dolly we used a set of magnetic lights on the top rear. Took about 5 minutes to mount and connect the wire harness to the coach. I got a 4-pin wye connector to tap into connector to the dolly brakes and lights. I did get a sheet of thin rubber to glue to the light magnets as we got a couple of scratches with the magnets themselves.
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