I actually think you have done the legwork -- the East 42nd Street addresses are dead on for the various iterations of Grand Central. To narrow down the date range, consider that the Grand Central Depot existed within the current location, on 42nd Street, of the current Grand Central Station after the early 1870s until the late 1890s. This bottle fits within that timeframe, c. 1871-1899, for the Depot.
Somewhere at home I have an 1870s-1880s whiskey square (not sure of the proprietor) that states "Depot" and have dug many later, post-1900, pharmacy bottles with "Terminal" or "Station" embossed on them. Will post a picture of the square when I get a chance in the evening.