A common cause of "Cylinder roll-back" is a worn, altered, or mis-fitted cylinder locking bolt.
If the top of the bolt is worn or slanted too much, the cylinder can roll backward, and if it's bad enough it can rotate forward.
If the dealer had examined the gun he should have noticed this, but many dealers don't have time or inclination to do very detailed examinations of guns they sell.
I suggest sending it back.
Repair is NOT easy and is best left to the Colt factory, IF they still work on your era of Colt.
If it was made after 1950 or so, they probably do.
If it was made prior to that, you'd have to find someone like Cylinder & Slide Shop who's qualified and can find the parts.
Repair usually involves the very difficult job of replacing the cylinder locking bolt.
This almost always requires a factory new bolt, and only Colt has these.
Used bolts usually won't work since they were fitted to a different gun.
It's at least possible the bolt could be elevated but that's still a job for a real Colt expert.
Best advice, return it, it's defective and not cheap or easy to repair.