The so-called "prison epistles" are EPHESIANS, PHILIPPIANS and COLOSSIANS.

They are refesrred to as this, because they were written when Paul was imprisoned in Rome. It could be argued that it occurred during his second imprisonment.

I believe he was released after his first incarceration, then went to Spain, where he longed to go. He then returned to Rome  to be with the faithful during Nero's persecution of "Christians", was imprisoned and then martyred, as were so many others.

He was beheaded, in keeping with his right as a Roman citizen.

There is a small chapel named after him at the sight of the beheading.

Funny that Peter would rate a great cathedral in his name and he never he saw Rome.

These epistles, which will be examined in more detail were written to his followers at this time, because he sensed that there was little time to bring the profound truth concerning their destiny.

Also, recall he said "When I was a child, I spoke as a child, I understood as a child, but when I became a man, I set aside childish things" (paraphrased).  He realized that his followers were now mature, ready  to learn and understand the ultimate truth..their place in the celestials..paulnbob