I can't sit still any longer LOL .... there is NO jail. WDW has no authority to retain anyone.Orange County Sheriffs dept. take care of any issues that may escalate to that level.Having spoken to one, I can confirm they exist. (My kid had picked up a toy, but then put it back down unnoticed, and I got to talk to a guy).
There are also "secret doors" here and there, most can be seen if you pay attention, but they are just access to backstage, not direct to disneyjail. (though disneyjail is also a thing.. they do have a holding area if you do something stupid enough to warrant talking to them and the local constabulatory).