You need to remove the existing regulator from the unit prior to hooking it up to your camper. If you dont you will hardly get any propane coming through and hence no heat. Best bet get another hose made up for the unit at a bbq/propane gas retailer. That way if you want to run from a bottle you just change hoses. Yes there is a quick connect adapter that you can get and then put on your hose.
I have carried my genset on the back hitch of my TT and now our FW since 2005 without any theft issues. Our Yamaha runs so quiet that you hardly hear it inside. However if we camp for a longer period of time we just take it off and move it about 50ft away (have extension cord). Works for us and gives us a ton of storage space in the basement!