The shrine is, in fact, one of eleven very beautiful sculptures on the Kapuzinerberg representing aspects of Christ's Passion. They are an atypical form of the Stations of the Cross.
This particular one shows Jesus in prison with his hands and arms tied by rope. The phrase translated "Christ the Lord was captured on account of our sins" is essentially a caption, rather than a direct quote from the Bible. Lamentations 4:20 is a reference. "The anointed of the Lord was taken in their pits" was understood (after the event) as a prophecy that Christ would be held captive. The breath of our nostrils is understood as a reference to our life, which is Christ. So, although the caption is not a direct quote from Lamentations, Christ's imprisonment is seen, by many, as what the verse is really about.
Earlier in the chapter, in verse 13, there is a reference to sins being the cause of a series of misfortunes surrounding the Fall of Jerusalem in 586. Although the lament appears to be about the Fall of Jerusalem in Jeremiah's lifetime, many Christians interpret it also as a prophecy of Christ.
Christ is, of course, believed by Christians to have suffered because of the sins of the world and in order to redeem the world. So the shrine, or sculpture, depicts one aspect of His suffering, His imprisonment, and provides a link to a Biblical reference held to have prophesied it.
The eleven scenes depicted are:
- Christ with His Mother
- Christ on the Mount of Olives
- Christ with the High Priest
- Christ captive
- Christ scourged
- Christ mocked
- Carrying the Cross
- The Crucifixion in the big Crucifixion Chapel
- Descent from the Cross
- Christ entombed
- Christ as the Good Shepherd
Calvary chapels at Kapuzinerberg (the site is in German)