In season 1, Dean is transported back in time to "learn what the angels know." Dean obtains the colt from Daniel who lives 2 counties from the Campbell's as he plans to kill Azazul to alter his family's future. His grandparents are killed by Azazul and his mother makes a deal with the demon known as yellow eyes in return for the resurrection of John. I listened to the commentary by the directors re. this episode. They made referene to a question that a fan had asked re. the no. of bullets left in the colt. A more important inquiry, I believe is as follows: Dean tells Daniel that Daniel will be able to retrieve the colt from the Campbell's home in a couple of days. When Dean arrives on the scene and sees his mother sealing the deal with Azazul, who was at that time in her father's body, he can not change the future and is suddenly zapped back into present day by Castiel. How did the colt get back into Daniel's possession with Mary planning to run off with John, her parents dead, and the colt in Dean's possession?