You might also be looking for Exile, the Elvin prison.
Keeper of the Lost Cities: Exile is the second book in the Keeper series written by Shannon Messenger. The release was October 1st 2013. The cover shows Sophie and Keefe standing before Silveny the Alicorn.
Sophie Foster thought she was safe. Settled into her home at Havenfield , surrounded by friends, and using her unique telepathic abilities to train Silveny--the first female Alicorn ever seen in the Lost Cities--her life finally seems to be coming together.
But Sophie's kidnappers are still out there. And when Sophie discovers new messages and clues from the mysterious Black Swan group hiding secrets for her, she’s forced to take a terrifying risk—one that puts everyone in incredible danger.
As long buried secrets rise to the surface, it’s once again up to Sophie to uncover hidden memories—before someone close to her is lost forever.
In this second book in the Keeper of the Lost Cities series, Sophie must journey to the darkest corners of her luminous world in a sequel that will leave you breathless for more.