It is a rather unsubtle plug for their Airbnb (which has no relevance to the story) but they do have cell bars and bricked up tunnels in their cellar, which is a bit spooky.
It's possible they have smugglers tunnels, especially given their proximity to the beach - there are quite intriguing ones in the area, like the tunnels connecting the Baltic Fleet to the Docks and, perhaps most relevantly, are 200 year old tunnels in New Brighton, also said to be haunted.