I'm having a bit of a question here.. You speak of the TOW vehicle, then you tells you have a Jeep as a Towed.
On the towed, I would not have the headlights on, after all, the only thing they illuminate is the rear of the towing vehicle and the tow bar. no advantage to having them on
On the lead vehicle (the one doing the towing) By all means.. Headlights on means you can be seen sooner and hopefully the idiot won't pull out in front of you as quickly.
I have verified that with personal observation many times, waiting to pull out onto Telegraph Road I will see a car with DRL's before I see the one in FRONT of it.