Safehouse Prison is an option for Safehouse Room B. You can buy the receipt from Bits and Pieces in Solitude.
Requires Legacy Safehouse Plus.
Version 6 update: Legacy Safehouse Plus has been integrated into Legacy of the Dragonborn SSE and should NOT be installed as a standalone mod.
Prison Room B
If you buy the "Safehouse Prison Receipt (B)" (2432 Gold), it will be automatically added to the Household Planner in the Master Bedroom. Here you can set up the room to be outfitted as an interrogation room and prison with 4 cells.