ATUALIZAÇÃO : Yay! Encontrou uma referência melhor:
Courtesy of Ian Stokes (one of the writers for the show) via Twitter:
"For hardcore fans who need continuity, last night's #Warehouse13 takes place before "Vendetta" but after the one where Picard became a Borg"
De acordo com esta revisão do episódio "Secret Santa",
I’ll say up front that SyFy very specifically-stated (in multiple places) that "Secret Santa" would not address anything related to Myka leaving on the September finale.
Além disso, do link - não tenho certeza se a informação é canônica ou alguém puxado para fora do ar:
This episode is set out of continuity, as it takes place prior to the events of the preceding episode, the season finale, when Myka resigned as an agent.
Esta análise também parece confirmar o fato: link
As soon as "Secret Santa" begins with a storybook "Once upon a time in South Dakota," it's probably for the best to assume that this episode either takes place outside of the actual series continuity thus far or maybe happened in between other episodes (but presumably after "Vendetta"). This continues as Pete voiceovers "A long time ago, in a galaxy far, far away" and Myka argues with him that "this is a Christmas show."