Welcome to open carry!! You've come to the right place to ask questions.
There are many different approaches to dealing with police officers. Not talking at all is probably legal (I am not a lawyer and do not give legal advice obviously), but it might also get you into more trouble. But that's your choice. I might personally ask the officer to keep walking with me so he doesn't interfere with my business/schedule. We can walk and talk if he's interested. Or you can stop and talk to him.
Voice recorders are good
You can always let the police office know that you'll be open carrying on a regular basis and do not wish to be troubled about it. Depending on what you want, you could tell them that you don't mind talking to officers so long as they don't interfere with your business.
As far as the prison - someone else should answer this. I'm not aware of any prohibitions or "prison zones" ??