|Oh, she is sooooo embarrassed as he looks disapprovingly at the empty magazine. |
(frame 1 you can see him pull the magazine from the pistol.
frame 2 you can see his skin through the magazine.
frame 3 you can see the greenery through the magazine. Look away, Dana.)
The light colored part at the top of the magazine may be the follower or a cartridge so it may not be an unloaded gun but underloaded. Later in the episode, she holds a guy at gunpoint and there is a distinct possibility she might want more bullets in that situation (Rule 2 of the Rules for a Gunfight is "Anything worth shooting is worth shooting twice…")
The Internet Movie Firearms Database identifies her pistol as a Bernardelli Mod.60 32 ACP pocket pistol.