i think a "escape the unescapable" would be a nice choice. Like you could toggle it on and off on the menu for those who want to still be able to progress the game or have a "never get to that point" challenge. Maybe to escape there needs to be certain specific actions to take, or some kind of long minigame (very difficult, but doable), or some way to appease the captors.
the shopkeeper option on easy mode could be a little more forgiving. the shopkeeper option should be a lot cheaper to purchase getting the restraints removed, not upping the price 1000 every time you want to proceed with using her. it should be relevant to the amount of money you can pick up as a prisoner. or you could have the shopkeeper make a deal to remove the restraints, but add more of her own advertisement restraints so if you use her too much you would soft lock yourself into being her own walking advertisement.