Won a Colt 2nd gen. SAA buntline from Gun broker last week and picked up the gun today from my gun shop. I'm wondering if the gun is a parts gun because the last 3 numbers on the loading gate and cylinder match but not with the last 3 numbers from the frame serial number.
I think you misunderstood what Agarbers is telling you. The cylinder, loading gate and frame all have bin or assembly numbers. This number IS on the frame, but it is hidden under the trigger guard. Gun must be disassembled to see it on the frame. This number matches on all three parts. This number will NOT match the serial number.
Buck Stinson and Agarbers are correct. The cylinder and the loading gate will be stamped with the assembly number, not the serial number - up through about serial number 18500SA. After that the last three digits of the serial number will be on the cylinder. Thus, depending on your serial number range, your gun is probably correct.