We report the realization of an advanced technique for measuring relative length changes ΔL/L of mm-sized samples under the control of temperature (T) and helium-gas pressure (P). The system, which is an extension of the apparatus described in the work of Manna et al. [Rev. Sci. Instrum. 83, 085111 (2012)], consists of two 4He-bath cryostats, each of which houses a pressure cell and a capacitive dilatometer. The interconnection of the pressure cells, the temperature of which can be controlled individually, opens up various modes of operation to perform measurements of ΔL/L under the variation of temperature and pressure. Special features of this apparatus include the possibility (1) to increase the pressure to values far in excess of the external pressure reservoir, (2) to substantially improve the pressure stability during temperature sweeps, (3) to enable continuous pressure sweeps with both decreasing and increasing pressure, and (4) to simultaneously measure the dielectric constant of the pressure-transmitting medium, viz., helium, εr He(T,P), along the same T-P trajectory as that used for taking the ΔL(T, P)/L data. The performance of the setup is demonstrated by measurements of relative length changes (ΔL/L)T at T = 180 K of single crystalline NaCl upon continuously varying the pressure in the range 6 ≤ P ≤ 40 MPa.