It's been a while since I reviewed anything here, so bear with me and my rust.
The story is good, a plot, a transition, even a twist three-quarters through. These are actually not all that easy given the space of a short story, but you did it, and should be proud.
I also see that you hazarded to attempt some characterization dialog, i.e. "That priest you asked for will be here soon Lomas, so maybe he might get more talk outta ya,”. This is often over used or poorly executed, of which you did neither. Again, another thing to be proud of. The only issue I picked up--and this is purely opinion on my part--is I would have made it into two sentences, and drop the conjunction 'so.' Again, my opinion. In my experience, a person who speaks with poor pronunciation is someone likely to speak in shorter sentences made of as few syllables as possible: that, unless you were shooting for a regional dialect.
Your apparition, whom I think is the sage character in this tale(?) is well timed. You placed her in well-spaced, well-timed places, and the fact she did not vanish when Lomas blinked his eyes gave her a certain tactile existence. A simple thing like that made her just a little more than imagination. Nice job with that.
Finally, the length of the story is good for the way it is told. It is enough of a story in a small space, and it fits well in the mind.
Now, for the things I would recommend you consider with this story:
There are some places comma's should be, and aren't. Look for your clauses, and make sure you have a comma and a conjunction. These are easily fixed, and easier to identify. Read the piece aloud, to yourself, and be cognitive of when you hear yourself pause. If you do, stop, and consider placing a comma there. Also, look for "for, and, nor, but, or, yet, so." These are coordinating conjunctions used to link to clauses, be they dependent or independent. Just keep in mind the phrase 'F.A.N. B.O.Y.S.', or for, and nor, but, or, yet, so.
When I first started writing, I was a comma nut, and put them just about everywhere I could. Don't let this bother you, it's something you just learn through practice, or as another example, through 'dinning'. That was a word I used in my latest novel when I meant to use 'dining.' Turns out dinning means to learn through repetition, and the irony was not lost on me.
Finally, and this is the hardest thing to explain, at least for me, but a common issue with new rising literary stars: 'You're telling the story instead of showing the story.' See why that would be hard to explain?
Telling the story is when a writer states the things that happen along a plot line. But isn't that what a story is? No, and it is the hardest thing to learn, to tell, to explain, all that.
"Keys opening the cell door break his frightened thoughts before Officer Thompson and the warden enter. "
Here you're stating an action, a reaction, and then an action. "Keys opening the cell door" is one action, "Break his frightened thoughts" is a reaction, "Officer Thompson and the warden enter" is an action (I think warden should be capitalized (?)). An action and a reaction should be all that's needed in the sentence, but again, my opinion.
However, you're just stating what happened.
What you want to do is tell the story (plot) by expressing through what is perceived by your point of view character (Lomas.) When writing a story, don't look down the line of the plot, and write what gets you to the end. Look down the side of the plot, and write what the characters experience while getting to the end. Hide your plot behind the emotional, distracted, often skewed perceptions of your characters. This makes the plot harder to guess for the reader, and it gives you the ability to add definition to your characters (character development) using the same space as advancing the plot.
I know that was a lot of blah-blah-blah, so let me attempt to provide an example:
"The storm of thoughts broke in his head the instant keys rattled the lock, a sound that promised he was closer to his own death. Lomas turned to the door knowing who had to be coming, but not all that certain. When the metal door swung inward, Lomas felt a flood of relief wash through him when he saw the Warden and Thompson, and not that too-real specter of the little girl. Instantly, that relief was lost to the dread of what he knew was to come next."
Please forgive the melodrama there; I was attempting to amplify the point. The same things happened, yet we have given a little more insight into who Lomas is, reaffirmed (if it was needed) that what he did was bad, and more importantly that he is regretful of what he did to earn his place on death row.
I feel like I haven't explained this well, which I always think when I try to describe this "avoiding the plot" thing, but there it is. I hope you can gain something by it, if there is merit. If not, sorry for making you read this far!
In the end I say to you, 'nice job.' I also say, 'keep writing.' A solid structure is harder to learn than really anything with writing, and it is obvious you have that down.
I look forward to reading more of your work!