Hi.
I think the original Lancashire/Yorkshire theory could be right based on the loco. Whilst I agree that it looks a bit like a Holden locomotive, I have come across a Barton-Wright 4-4-0 for the Lancashire & Yorkshire Railway which looks a lot like the one in the photo. The link is to the Lancashire & Yorkshire Railway Society, & about the 10th loco down in the list is the Barton-Wright 4-4-0.
http://www.lyrs.org.uk/Locomotives
This doesn't necessarily help with the identification of the station, but we may have been looking in the wrong place!
Hope this helps.
Tony