Grrr, those car dollies are a pain when they're empty. Few things on the planet make a more annoying racket.
Its surprising to me that they rented one to you. They're pretty picky about what they allow to tow one of those, since it doesn't have any brakes. Makes for some scary stops if you tow in traffic. I also have experienced the running-hot scenario towing one(Jeep MJ 4.o towing an SX/4), even had to use the heater to help keep the engine temp down, and it was in the summer, in Dallas when I last used one of those confounded car dollies. I swore em off for good after that.
Glad to see you made it without any trouble.