In many cases, yes. In most (and AFAICT all) other cases, the manufacturer has provided the mounting holes.
That isn't going to continue for much longer. The additional test has been a requirement for over nine years - and a lot of caravanners have pbutted their test since its inception.
Er, no. If you did that I, and most experience caravanners, would know that's all you'd done. Unlike a full service, the MOT is a cursory inspection. For example, although the MOT checks braking efficiency, they don't take the wheels off and inspect brake shoes and drums in the way they do when a caravan is serviced. There are fewer road-safety related components in a caravan than there are in a car. All of them are checked both for operation and condition during a caravan's service whereas most safety-related items are are checked only for operation during an MOT.
I'm not blind (otherwise I would not be driving). During nearly three decades of motoring in UK I've driven in most areas south of Fort William and have yet to see one caravan that has lost a wheel! FWIW, I've also driven in several foreign climes - also without seeing this phenomenon that you claim to see every summer. However, we all know that you exaggerate, so I guess that you might have perhaps seen one at some time and keep reliving the event in your dreams!
-- Geoff