But I guess I need to find what private key that is and add the prefix "P2SH-P2PK:privatkey", but how will I know which private key it is? Do you know that HCP?
There isn't a way to distinguish a P2SH private key from a P2PKH private key; the WIF is exactly the same and they can be used to generate both.
In other case I can create a new wallet and import the private key one by one and see which one that hasn't any transaction and add the prefix to it?
Yes, that's the most ideal way unless you can write a script to screen through all the private keys using the different formats.
The prefix is "p2wpkh-p2sh:".