Jimmy was quite surprised by the gun he acquired unexpectedly, because theoretically, only Roland and he should possess such a gun in this world, and each of them should have two, so there should be no outside circulation.
Roland once said he was the last Gunman, so it was obvious that if this gun wasn't Roland's, it must have been left behind by a previous Gunman, which makes the origin of the shadow beast a bit interesting.
If it's a monster of this world, then it means a Gunman came to this world, leaving one behind here, implying he never fought the shadow beast. The beast took it as a trophy, but given the power of the shadow beast, this theory is problematic. Even Jimmy, not yet a full Gunman, could defeat the shadow beast head-on. It wouldn't make sense for an official Gunman to be defeated by such a thing and even lose his weapon.
