As Thomas was living in Exeter & convicted there the most likely place for serving his sentence would be Exeter Prison. The Devon Heritage Centre catalogue has a record of "Index to prisoners' names, 1899-1903" which could be the record you are seeking. The reference number for this record is 5853H/A/8/6. the catalogue for the Devon Heritage Centre can be found at https://devon-cat.swheritage.org.uk/