I´m almost embarrassed about this because I have been playing the game a long time.
My lotr buddy and I revisited Escape from Dol Guldur to play it nightmare style with 2 mono decks (to better mitigate the effect of losing a hero to prisoner).
Two of the heroes I played where Éomer and Beregond and during setup Beregond becomes the prisoner.
It being quite a long time ago I cannot remember if the prisoner is considered to be out of play (for rules purposes). We were both leaning towards that, yes he is considered to be out of play which would in turn trigger Éomer´s ability for the rest of the round and, in this case, allow him to kill a round-1 enemy in one go (an important point since my last hero, Háma, had been forcibly exhausted).
So in short: is the prisoner considered to be out of play?