I hesitated to call it a nickname, as the name is "Paris-La Santé".

But got covered by Wikipédia "https://fr.wikipedia.org/wiki/Prison_de_la_Sant%C3%A9", so I did called it a nickname too.

I'm pretty sure it can be called a "Métonymie de lieu" but I just didn't want to insist about that, it feels a little pedantic.