Just to give an idea of how inconsistent this is, even among native speakers, I had a look at how train station names in Ireland are capitalised on the internet. It is common to find both “Rathdrum railway station” and “Rathdrum Railway Station”. The former suggests to me that the writer thinks of “railway station” as descriptive, while the second suggests the writer thinks of the whole phrase as a name.
I think the lower case version is more commonly used. It appears to be used for all article headings for Irish train stations on Wikipedia - but sometimes followed by the upper case version in the first line of the article!