'frank' I have lived in Wakefield most of my life, but have no definite recollection of these places at all. The only one which sounded vaguely familiar was 'Zynk', which may or may not still be a going concern on Northgate, as others have highlighted. As 'oldboots' states these are the sort of venues that have a name change every few months and lets face it there are dozens of them in Wakefield. Even ten years ago I was a BOF, twenty years too old to go in them, even if I wanted to! As an unapologetic traditional pub hound, I didn't.
When Yates' on Little Westgate folded it had a brief spell as PJ's Cafe Bar and I wondered if you'd got the name slightly wrong. However, the timescale turned out to be wrong anyway. For some reason I have a hunch that The Jailhouse was on Market Street, just off Westgate. If I'm correct it was in the large building about 150 yards down from what is currently the Reflex bar. Howver, there's a good chance I'm wrong.
Sorry I couldn't be more helpful.