We produce uniform and decaying bounds in time for derivatives of the solution to the backwards Kolmogorov equation associated to a stochastic processes governed by a time dependent dynamics. These hold under assumptions over the integrability properties in finite time of the derivatives of the transition density associated to the process, together with the assumption of remaining close over all $[0,\infty)$, or decaying in time, to some static measure. We moreover provide examples which satisfy such a set of assumptions. Finally, the results are interpreted in the McKean-Vlasov context for monotonic coefficients by introducing an auxiliary non-autonomous stochastic process.