Well, I can’t say too much without giving it all away! Her story will be out this Wednesday and everyone will finally be in on the secret.
About the colt… There are five things in all of creation in the original Supernatural storyline that it can’t kill. All I can say is as much as this story follows the Supernatural style, their canon isn’t BA canon, and so only time will tell on why it didn’t kill her.
The colt never got used on Eve, so we won’t ever know if she could be killed with it.