So I looked up UK prison uniforms, as although I do enjoy fanart of Elias in an orange jumpsuit, I had a suspicion that that might just be a US thing. In fact the standard UK uniform is grey sweats and/or a light blue t-shirt, but one of the privileges that can be earned for good behavior is getting to wear one's own clothes (as long as they pass inspection and don't, say, resemble a guard's uniform). Given that Elias has his little deal going, there is every chance he's been granted this privilege, which means it is entirely possible that he is in fact wearing a three-piece suit in jail.
(Of course, it's also entirely possible that he is enough of a drama queen to have specifically requested an orange jumpsuit just to wear during visits.)
He wears a three piece suit under the orange prison suit so he can rip it off dramatically at the appropriate moment