Jo was one of the last to arrive at the speakeasy after checking in with Harry. She assumed that Dean would either be there or be right behind. He'd been checking out a lead and if they had indeed found Mary, Jo wanted to be there. So she left a note on the Impala as well as leaving another message with Harry and headed off. She'd just found the already open door when she heard the gunshot. She took her own shotgun out and didn't hesitate before barreling inside. She couldn't help but hold her breath as she tried not to think of who might have been on the receiving end of the gunfire.