This prison was very much designed by himself, coping with one of the most secured places in Saint World. Although this place wasn't as secured as that place, it was still secured from the standard of this world.
First, it was covered with illusion talismans. Second, he had used the soul power with his Martial Soul 'Space' ability and Divine Clear Eyes to form an illusion where he actually doesn't move instead the prison itself moves.
The prison is placed nearly two hundred meters from the ground level. So, the door to the prison vanishes whenever no one is there but appears whenever someone with a certain talisman wants to enter.
Gu Tan and Zhao Xin walk straight into the hallway. While it seemed they were walking straight, they were actually walking down. So, the space here is distorted in order to make the vision unclear. Because while walking, your pace increases on its own.