//...but Sheppey prison was built there to stop inmates escaping.//
There are three prisons on the island, Tony. HMP Elmley (Male, Cat B/C); HMP Swaleside (Male, Cat B); Standford Hill (Male, Cat D).
Strangely places like Sheppey are not considered suitable for high risk (Cat A) offenders. The reason for this is that although it may be difficult for them to escape the island if they get out of the prison, it is also extremely easy for a prisoner being transported to or from the prison to be intercepted and freed at the "pinch point" (i.e. the bridge). Since there is only one way on or off, the prisoner's accomplices know for sure which route must be taken.