Your second photo with the loading gate open and the hammer down is how the cylinder should align.
If the hammer was at the 2nd notch (the loading notch) it should show an entire cylinder chamber in that window.
The number one reason of it failing after shooting is by someone releasing the trigger as the hammer is falling. It will catch on the loading notch or the safety notch and break the trigger sear which causes the cylinder to be out of alignment.
Have a Colt SAA ‘smith check it out and determine how it happened do you don’t do it again and have things repaired. There is other reasons it could have happened, but that’s the most likely.