I have regularly towed a twin axle car transporter with my 3.2 saloon, with varying vehicles on it. Whilst it towed everything I have asked it to, and towed them very well I might add, I'm certain some vehicles on it would have been 'technically' and 'legally' putting the outfit over the maximum permitted train weight (or maw).
Car transporters are a lot heavier when laden than caravans, but tow a great deal better due to being twin or triple axles and not being 'slab sided'.
As stated earlier, many trailer are poorly maintained, and look like home made outfits. I have have always worked on the assumption that if an outfit (car and trailer plus load) looks ''the part" and is well balanced (towbar not scraping the road surface for example - one benefit of self levelling suspension), and is being towed sensibly (the trailer for example is not controlling the car on a downhill), the driver appears to 'know' how to tow a trailer, the load is strapped correctly, all lights work, the no.plates correspond etc etc, then it is not going to attract attention.
I do maintain my trailers well, they look the business, and despite being possibly a little over the maximum authorised weights on the odd occasion, I have passed VOSA vehicles, Motorway Police vehicles, and they have not batted an eyelid. I accept that you shouldn't be overweight, and I wouldn't suggest to anyone to be overweight, but I strongly believe that if an outfit looks right, and is not 'a puller' visually to the authorities, you will be left alone.
Before anyone says it, I do know about the argument about 'if something went wrong'.....