No it is not possible, basically!]
A caravan of any sort is not designed to be turned into a kit and re-assembled!
They also deteriorate with age, without a lot of maintenance more difficult than that for a conventional shed. Eventually they develop leaks that are not impossible, but are difficult, to locate and repair.
A shipping-container is poorly-ventilated but prone to heavy condensation. The latter can be ameliorated by insulation but you'd need be mindful of condensation betwixt lagging and steel. The lack of ventilation, unless you fit adequate an form, is shown by that ones lost overboard from container ships take a very long time to sink, and depending on their loading can float submerged.
A caravan or shipping-container looks like what is is – a false-economy substitute, fine in good condition and in their context, but very unattractive with weathering.
There is a further point. A container will take it, if correctly stood on levelled pads; but a caravan floor is designed for a few people walking on it, and is slightly elastic. A caravan would not be suitable for anything more than storing items that will fit though its narrow door in one side; and to a modest overall mass. It would be useless if you later want to operate machine-tools in it without more extra work, even if you can put them into the caravan.
As others have said, by the time you have bought a caravan or container, hired a crane to install it, and modified it to suit, you will have been far better off in hours and ££ buying a proper sectional building. It will also look the part, in a domestic garden!
Looking at the video-link photo reminds me of a useful modification I have seen to the gable of a concrete-section garage used as a store. It is fitted with double doors readily allowing most of the joists' area to be used for storing long but fairly light-weight items like extension-ladders and PVC building materials.