Thanks a lot, I really appreciate the help. And what should I do to get the bounties for the cities?Unfortunately no, if you let them go you cant get them back in that playthrough.
And the only prisoners you can take to your chamber are the Steel Demoness and Laquadia.
Just remembered: are you talking to her in her cell?
To get her (and the Steel Demoness too) to your chamber you have to have the slave collar which you can buy in Kahr, then go to your chamber and there , to the left and right of the big picture frame, you can see two sets of chains. Click on them and you can choose who to put in them.