I'm just wondering if I sell guns or horses to a particular tribe at a distant location, on a different landmass than my cities, is there a chance that those same guns (or horses) could magically end up in the same leader's settlements on my landmass the next turn...

I'm just wondering if I sell guns or horses to a particular tribe at a distant location, on a different landmass than my cities, is there a chance that those same guns (or horses) could magically end up in the same leader's settlements on my landmass the next turn...

No, that is not possible.
You are selling to a village and not the tribe itself.
(Natives have no means of transportation across landmasses.)

Of course, this is only true for Vanilla.
(Might be different for one of the mods.)