I like the Jailers Rings, those can make some interesting occurrences and roleplay(Who's the first to cut their finger off out of paranoia). To play a DMPC, good advice is to be a useful and interesting character but don't hog the spotlight. The focus should be the players, it's alright if the DMPC does some cool things some times but don't make them them the biggest badass around(Something I've had DMs do in the past). You also don't want the DMPC to just blend in the background.
Now how big of a prison is this they're going to? Is it the Alcatraz of the area? If so the boat is probably gonna have at least 50-60 prisoners. Although probably only about half the guards. Does the prison deal with magic users often? There should be some stuff to contain mages, sure shackles help some but don't stop everything. In the long run, give them a chance to steal the ship, maybe convince some prisoners to help, but make it difficult. It is a prison break after all, and don't afraid to actually send them to prison I could see that being really fun if run right. I would really give the players a chance to think about how to escape, or even if they're going to.
Anyways, I would definitely get some solid ideas about the prison, make a map of the boat(Even a quick paper and pencil sketch) and think of a few important inmates, both on the boat and in the prison and just see where the game goes.