When the trailer is moved into the lot next to the church, the truck is attached. The next shot is an overview with the trailer in the lot by itself. The next shot has the truck attached again and the trailer at a radically different angle.
While training Anna to load the pistol, she does not teach her how to properly load the pistol. In the event that her pistol empties, the slide will lock backward awaiting a new magazine. The new magazine needs to be installed, as she teaches, but the slide must be released in order to load the first round from the new magazine. She should already know this as she is demonstrating proper cleaning methods. "Lock and Load" refers to adding a new magazine, and then "loading" the new round.