Err.. I'm not sure what you’re wanting to do: do you mean towing the trailer behind the bailer whilst bailing so it catches the bales?
Or do you mean on the road, with the tractor(?) pulling the bailer and the road trailer behind that?
Either way i havent done it (although i have seen a bale sledge towed behind a bailer, and i seem to recall a travelling fair vehicles towing two trailers (truck, trailer, caravan - but that was about 3 decades ago and i don't know the rules on road-trains in this country)).