The breakaway cable was wound in my chains too. See photo for correction. I test the breakaway system 2-3 times a year by hitching up, then I pop the breakaway cable out of the black box, put the truck in gear and release the truck park brake, applying only a small amount of fuel to the truck, the trailer should not move, if the trailer does move, then your brakes are out of adjustment. I check my trailer brake adjustment at each wheel every year as well. YES the breakaway cable should be attached to the vehicle, not to chains or the R-clip or hitch pin in case they came loose. I'm surprised Escape delivers trailers with cables attached incorrectly AND that they say it is the proper way. Wow, that's a lawsuit waiting to happen.
https://travelswithtowhee.com/p1050926_fotor/