The term "the lion's den" comes originally from the Old Testament story of Daniel, who was thrown into a Babylonian pit of lions for his faith but was protected by God from their hunger: Book of Daniel, chapter 6.
The video below is a news report about Broadmoor. It contains images that some may find disturbing.
I am unable to locate the story to which Vera is referring. Contact the editor if you can do so. It may simply be a Christie invention.
A Priest hole was a hiding place built into a Roman Catholic house during the period when Catholics were persecuted in England.
Families still loyal to Rome could conceal a Catholic priest for months, protecting him from searches ordered by Queen Elizabeth I and her successors.
This alternate version of the last verse is the version Christie used when turning And Then There Were None into a stage drama. It was also used in the film versions.
If the name "Isaac Morris" seems familiar, there's good reason. The mysterious Mr. Morris was mentioned previously on pages 6 ("Mr. Isaac Morris had shaken his little bald head very positively. 'No, Captain Lombard, the matter rests there.'") and 25 ("Funny it was, thought Fred [Narracot], that he'd never yet set eyes on Owen--or his Missus either. Never been down here yet, he hadn't. Everything ordered and paid for by that Mr. Morris.")