THIS BABY IS A LIAR.
(Sorry for that imagery.)
So, Kelly decides to slit her wrists and end things before they even get started.

Credit: Robert Falconer/The CW
Her child wont let her.
Castiel explains that hes been working with the angels but hasnt found anything.
He also admits to ignoring Deans calls.
Cas tries to explain that he cant keep failing, that he wanted to come back with a win.
After all, he was the one who lost Kelly in the first place.
Theyre better together anyway… right?
Well, they are, but Castiel clearly doesnt think that applies to this particular circumstance.
And he took the Colt.
Remember Castiels whole story about how the angels havent been able to find Kelly?
Yeah, it was a lie.
Once inside the house, the angels quickly realize that Dagons kind of a badass.
She kills one angel, which gives Castiel enough time to kidnap Kelly.
His plan: Hes going to take her to heaven, where both she and her child will die.
(No human soul can step through the gate.)
She sees Castiel defending her, and in that moment, she decides to trust him.
(No offense to human babies everywhere.)
According to her, she wants to go to heaven.
She knows that Castiel will be the one to ensure her child is born.
Shes made up her mind.
Only, when they arrive at the Sandbox to Heaven, Dagons waiting for them.
She kills Joshua and nearly kills Castiel before the Winchesters show up and distract her.
(Sadly, this happens after Dagon melts the Colt.)
Castiel then heals Dean and tells the Winchesters that hes no longer lost.
He now knows that this child must be born.
and hits the road with Kelly.
As for why he trusts the baby now, Castiel claims that he showed me the future.
I repeat myself: This baby is aliar.
Do I hope Im wrong?
But who is this babys father?
Only Lucifer, THE DECEIVER.
Come on, Castiel.
You should know better.