Today I finally crossed the street and visited the giant mystery building that I see from my apartment everyday. What I found was a breathtaking national monument, la Estación Mapocho, the oldest train station in the country. Built in 1910 to commemorate the 100 year anniversary of the republic of Chile, this no longer operational building now houses various galleries and restaurants.
I took some pictures of the space as it is now, but you can view more historic photos here- https://www.estacionmapocho.cl/ex-train-station/