Other mistake: When one of the agents is ambushed by the Tooth Fairies he is reduced to a skeleton, with his teeth still visible. However, it was earlier stated that Tooth Fairies start by eating the teeth, then finish off the rest of a body.
Other mistake: Dating back to the first Hellboy movie, we know that Abe Sapien has very prominent webbing between his fingers (extending almost to his fingertips). However, in the Troll Market scenes from Golden Army, Abe is wearing snug, full-fingered human gloves, which should be impossible with his webbed fingers.
Answer: The hand never fully detaches. It still has the chain connected to it when it was crawling back at the beginning. It simply crawled back until the chain finally drew itself in long enough to pull it in faster than it was crawling.
Garlonuss ★
Yep that's a good answer. In the scene at the museum at the beginning of Hellboy 2, Mr Wink punched the two security guards through the door, but his hand was still attached to the chain, it never completely disconnected from the chain or his body. Then the hand turned itself around and started crawling back to wink, at which point the chain zipped the hand back up to Winx' wrist.