For embodied agents capable of physical interaction, the capability to create and understand dialog is crucial to ensure both safety and effectiveness. While DialNav~\cite{han2025dialnav} provides a framework for holistic evaluation of the dialog--execution loop in photorealistic indoor navigation, its performance remains limited by a critical scarcity of training data (2K episodes). To address this, we propose an automatic generation pipeline, and construct the \textbf{RAINbow} dataset, a large-scale training dataset with 238K episodes for DialNav. Our pipeline converts existing VLN datasets into multi-turn dialog and creates cost-efficient and high-quality dataset. Then, we introduce two additional complementary advances to unlock the data's full potential: (1) Dual-Strategy Training, a navigation training scheme to align the navigation training with the dynamic dialog-navigation loop, and (2) a localization model that leverages VLN knowledge. By combining these complementary solutions, our model substantially outperforms the baseline in success rate on both \textbf{Val Seen} (58.24, \textbf{+89\%}) and \textbf{Val Unseen} (29.05, \textbf{+100\%}) splits, establishing a new state of the art.

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