Z, The Beginning of Everything

So I started watching the miniseries, Z, The Beginning of Everything. It started off slow but it gets really interesting. It was hard to me to accept a suspension of disbelief, after having first watched #MidnightInParis,a film which does a better job of casting the part of F. Scott Fitzgerald.  Still now six episodes in, I find it riveting. The backdrops and film locations are as fascinating as the story. Having watched the scene where Zelda first arrives in New York City, I am still trying to guess the location in New York, when Zelda departs the train station. I am wondering if this is the old Penn station, the sign says 33rd St.