Nominally 45 nm GaN:Mg / 5 nm (Ga,Mn)N / 45 nm GaN:Mg trilayers structures prepared by molecular beam epitaxy on GaN-buffered Al2O3 substrates are investigated to verify whether the indirect co-doping by holes from the cladding layers can alter the spin-spin interaction in (Ga,Mn)N. The four investigated structures, differing with the Mg doping level, are carefully characterized at the nanoscale by high-resolution transition electron microscopy (HRTEM), energy-dispersive X-ray spectroscopy, and by secondary ion mass spectrometry. Importantly, HRTEM decisively excluded a presence of foreign Mn-rich phases. The structures, up to medium Mg doping, show no Mg overdoping effects. Magnetic studies of these structures are aided by the employment of a dedicated experimental approach of the in situ compensation of the magnetic contribution from the substrate, allowing up to about fifty-fold reduction of this contribution. This technique, dedicated to these structures, simultaneously provides a tenfold reduction of temporal instabilities of the magnetometric unit and lowers the experimental jitter to merely 5 × 10 −7 emu at 70 kOe, vastly increasing the precision and the credibility of the results of the standard integral superconducting quantum interference device (SQUID) magnetometry in high magnetic fields. The magnetic characteristics of the trilayers structures established here prove identical with the already known properties of the thick (Ga,Mn)N single layers, namely (i) the low temperature ferromagnetism among Mn 3+ ions driven by superexchange and (ii) purely paramagnetic response at higher temperatures. The possible cause of the lack of any effects brought about by the adjacent Mg-doping is a presence of residual Mn in the cladding layers, resulting in the deactivation of the p-type doping intended there. This finding points out that a more intensive technological effort has to be exerted to promote the co-doping-driven carrier-mediated ferromagnetic coupling in Mn-enriched GaN, especially at elevated temperatures.