So you want to force the woman you have in the dungeon to marry someone of a different faith?Except For The Fact That They Will Not Accept The Marriage Offer Because They Won't Negotiate With Heathens.
I Still Feel That If I Have Somebody Imprisoned, No Matter If They Are A Lord Or Not, I Should Be Able To Force Them To Marry One Of My Courtiers, This Has Happened Historically, For Example The Breton Crisis, Where The King Of France Took The Queen Of Brittany Captive And Forced Her To Marry Him
It might take some effort, but if you recruit them (this will release them, but put them in your court if they're unlanded), ask them to convert, and then arrange the marriage, it *might* work.
If she's already your vassal, you may be able to just demand conversion (which will release her) and request the marriage.
It's a different matter to be able to marry your noble prisoner to you, as a king (or higher rank noble), and to marry them to a random courtier. Either way though, and the same for making them a concubine, It's a little distasteful to make this sort of forced marriage.