Damn, you beat me to "Torture Chamber"

'Interrogation" sounds great for the first one.

How about "Holding cell" for the second one? Or "Solitary Confinement" or as you as mentioned "Torture Chamber"

For the third one I suggest "Bottomless Abyss" or "Bone Room"
or "Bone Pit" or "Grave yard" or "Skeleton Closet" etc...