The Criminal's Jail is a location on Hellgondo, placed on the easternmost side. It was created by Ilias and seals those who revolted against her. The ultimate punishment: to be unable to reincarnate and remain sealed for all eternity. Heinrich's name is inscribed on the Jail, which suggests that he went against Ilias and sealed his own fate.
According to Alice, monsters don't bother nearing the Jail, however this doesn't stop a Vampire or a Behemoth Girl attacking en-route.