I know what yall might gonna say, but hear me out. In that episode, we see Rosalind Dyer gave Nolan the gun that she had with, AND before that Rosalind fired a shot earlier to threaten Nolan to follow her orders. Although it could be the same gun, Rosalind could have rigged it when Nolan went to change his clothings by emptying the magazine. As a matter of fact, when Nolan took the gun, he didn't even inspect the magazine for bullets before considering even aiming at her.