Vasútállomás?
Could be that, too.
Ez nagy pályaudvar. Was accepted as ok, even without 'egy'. Is it correct?
egy is often optional in this construction, so yes, without should be valid i think.
Railway station : what is the difference between a pályaudvar and a vonat állomás ?
Pályaudvar is a big station for trains. And vonat állomás is just a train stop.