It never occured to us that the caravan would have walls that got wet!
We expected the windows to have condensation (they have and it freezes in this weather) and the shower has mould problems. Caravans need ventilation, we've just taped the wall vents up as the wind was blowing the snow through them, we had snowballs on the roof, which then melted and dripped onto whatever was under that vent. Anyway we have thermal linings to all the curtains which keeps us warm and thats the main thing.
We have a cupboard in the main bedroom that we store the suitcases in and the ironing board, washing and anything we can fit in. When we got the suitcase out to go away with we found everything had mould growing on it and the walls of the cupboard (that are external walls) were wet and going mouldy. The wardrobe in that room also has an external wall and that was wet at the bottom.
So we have lined the walls with 2" polystyrene and now we're hoping that works. We've also put the polystyrene under the dog's crate as her bed is damp on the bottom and she's not had an accident!
So if you're going to live in a caravan in the winter, consider the cupboards on external walls, the point that there will be a lot of condensation, there seem to be drafts all over but they are necessary if you tape up all the vents it will be a lot worse.