Ted,
The tow dolly does not extend to the rear of the car so the car can block other drivers view of the dolly lights while traveling. I would walk around behind the loaded dolly while attached to the coach and check it from all angles to make a decision. My first choice would be to have the car lights in sync with the dolly and the motorhome when it comes to lighting. If the dolly has led lights then you could probably power all of the car lights involved from the RV. If your dolly has standard filament bulbs then you may end up with dim lighting due to voltage drop if you tried to power both the car and the dolly from the RV. That can be overcome but it would be a more complicated wiring scenario. I am not sure of the law.
Later Ed