I don't know if I missed something. I bought Proudspire, became thane, did all the upgrades for the house. Now I noticed the room in the basemant is supposed to be for Jordis but it still appears in the same condition as when I bought the house. Is this a bug or did I miss something?

I don't think it's a bug. More like an oversight.

Can't be "fixed" on the console version.

I know Nexus has a couple of mods for the "Proudspire Bug Fix" so apparently there are indeed issues with this home. I was lucky enough to have no bugs there, but instead, my Lakeview manor home upstairs had a glitch where entering a particular room made you fall through the house into open sky.

Here's a fix for a PC:

http://www.nexusmods.com/skyrim/mods/9540/?