A sharp-witted reader informed me that I have erred!
As my favorite farm folk fondly pointed out, "We grow too soon old and too late smart." Pennsylvania Dutch homily
Okay, so the moon does so have days and nights, as it jogs along in lock-step with our earth. All sides get sunshine and night ... it just takes longer. A lunar 'day' would be our lunar 'month' ... about 27.nnn earth days long. Full moon, new moon, that sort of thing.
So that would make it difficult for a lunar prison to be in perpetual twilight ... so it would seem ... at first blush.
And I did a bit of research, and my prison in the eternal twilight is still feasible. Of the two lunar poles, it seems that the moon's south pole is the more interesting. Quote from Wikipedia:
"The lunar south pole is of special interest to scientists because of the postulated occurrence of ice in permanently shadowed areas. Of the lunar poles, the south pole is of greater interest because the area that remains in shadow is much larger than that at the north pole. The lunar south pole craters are unique in that sunlight does not reach the bottom. "
So, our astute friends put their prison complex at the lunar south pole on the side of a crater, in a permanent shadow zone ... never full sun, never full dark. Perfect!
I'm grateful for feedback. It makes for a better story.