Underwater works for me. Have the place pressurized to the depth, this can mean the "door is left open" as a large moon pool in the floor of a room for submarines to bring in prisoners. Trying to leave by jumping in can mean one of three likely outcomes. First is simply sinking to the sea floor and eventually drowning trying to walk to the shore for being too heavy. Second is an uncontrolled ascent to the surface with a lethal case of the bends for being too light. Third is trying a controlled ascent, by attaining neutral buoyancy, but unless they have a considerable oxygen supply they suffocate before reaching the surface. Any implants or augmentations to survive underwater must be removed or hobbled before being brought to the prison.
The question on why all augmentations would not or could not be removed must be answered. One reason is the removal of anything deep in the body could result in death. With a lot of the functions of these augmentations left undocumented there will be few physicians that would even attempt to remove them. One reason is ethics, another is just simple self preservation as the operation would be dangerous for the physician. Another is removal of augmentations to the limbs would leave the prisoners crippled to where they'd need specialized care, it's just cheaper/easier to bring them to the prison as at least moderately functional humans than have attendants spoon feed them every day.
Attempts to cut any hole in the walls or ceiling simply floods the compartment. Cutting into the floor means the same hazards as leaving through the moon pool. Active and passive sonar should detect anyone approaching without permission. Other means to detect any attempts to come and go could be lidar, metal detection, and trip wires along the sea floor. Exterior defenses would be torpedos at a distance. An "electric fence" of sorts can discourage making contact with the facility, an outer hull kept at a charge from an inner hull. Completing an electrical circuit between these two hulls can weld metal bits in place, electrocute anyone or any thing, set things on fire (burning off the oxygen inside any vessel), or some other interesting outcome I might miss. Two hulls also makes it difficult to just blow a hole in the hull, the water between the two hulls will soak up a lot of heat and pressure and inhibit damage to the inner hull. Use of electric current can be used to preserve or destroy metals underwater. The wrong voltage, metal composition, or other factors can determine if this is good or bad for the integrity of a metal hull. Concrete, glass, and other nonconducting materials should be in the hull as a backup in case of a failure in the metal parts of the hull. This doesn't have to float so the walls can be thick, and being underwater means even concrete is "light" from buoyancy.
Interior defenses can be selective flooding of compartments, gassing the compartments, different kinds of electric fences, and projectile weapons of your choice. Since these augmentations need power the prisoners can be kept "starved" for fuel or electricity.
There can be all kinds of interesting ways for people to come and go, with or without permission. There's the moon pool or pools. There can be an air lock on the top so supplies can be dropped in. Anything that needs to go to the surface can be floated up. If someone tries to sneak away through this air lock will get a lethal case of decompression sickness unless protected.