Might check the wiring near the trailer plug. If there is a short, it may have closed the circuit that the truck checks to determine if a trailer is attached but not all the circuits check out, so it gives you a warning. Particularly if the issue is intermittent.
When the trailer is hooked up, all the circuits connect, so it thinks things are fine and enough juice may be getting back to operate the trailer brakes...so the warning goes away and your brakes work.
Had an issue with our ford where the wire to one of the trailer brakes was chaffed and a strand was intermittently hitting the frame setting off a similar issue.
