Steve,
Prison there? Absolutely not. Now, I'm not saying there wasn't a county jail or town jail, or some such. See third paragraph.

The Union forces after the Kansas City area battles of October 1864 against General Price's army had lots of Confederate POW's on their hands. The weather turned bad, and there was even several inches of snow on November 3 and 4 that would have been tough on any POW's still in that area. Lots of the POW's were ill-clothed, especially after they heard of General Rosecrans' "and I'm not kidding" order issued in late September to execute any POW's found in Union uniforms. When Confederate troops heard about that, they had no choice but to chuck captured Yank trousers, blouses, or even overcoats and drape themselves in blankets, pieces of carpet, or whatever. Lots of guys caught sick and many died, but it was worth a try to avoid getting yanked out of line and shot (a documented case of a Union officer doing that to one POW in transit).

So, some humane Federal captors waiting for transport of the prisoners made efforts to try to get their POW's out of the weather whenever they could, and socked them into any large building that was handy. There is probably where the exaggerated tale of a prison in east Independence came from. This was some Union officer's good attempt to keep a bunch of POW's from dying of exposure.

I know this is conjecture, but I work the Missouri CW prison issue a lot, and I never heard of one in that location.

Bruce Nichols