How about either an option to have your wardens also as prison security. So if your prisoners try to escape your warden will chase them down, or sound an alarm (the warning you get when your prisoners do escape).
Or just have a new job as a security guard that doesnt require them to be drafted. They could just wander about brandishing thier rifle or whatever for now i guess, then in the future maybe have options for patrol routes, escorts and the likes.
There is already a game with similar graphics to RimWorld, which focuses on prison management ;)
However, I do personally agree that a security guard / interrogator / executor role would be useful.
It would also be nice if the "assassin" types could do something security related (as their only current skills are shooting and firefighting).
I mentioned this before, but it would be nice to have something akin to a 'Patrol' job - You set the zones for them to patrol, and those with the job enabled would go do that, complete with seeking the best available cover if something hostile shows up in their range.
Patrols are not a bad idea at all. If anything akin to watchtowers or bunkers was ever added, or manned turrets, even, it would be cool to be able to assign colonists to man them. A scheduling system could be implemented, or even better, having a job priority for 'Guard Duty' or 'Security' would work.