연구소 is a building where the laboratory is built in
And 연구실 and 실험실 are rooms for experiments
Speaking of how to call the places between 연구실 and 실험실
It would be depending on the decision which is made by ppl working there.
And in some cases ppl put specific names on the front of 연구실 or 실험실
E.g. chemistry lab =화학 실험실/연구실