The Well of the Prison probably exists in a slightly different Space Time given the shifting nature of the tunnels, their apparent infinite size and the manner of its construction, as such it likely isn’t part of the “Mortal World” of that universe and wouldn’t connect to the NeverNever, which would be a great security feature. Of course this will only be the case if Jim finds it convenient. It’s like The Castle, it’s as big inside as it needs to be to fit a particular story. Jim can and does play fast and loose with his rules even when they have been committed to paper, doubly so for WOJ.