1978 Historic Structure report on Union Station has a map dated 1907 which shows Gennesee crossing 8 or 9 tracks at grade with the Mohawkriver about 150 feet north of the NYC&HRRR station .
According to the report, the Chamber of Commerce hired landscape architect Frederick Olmstead to, among other things, review the railroad's plan for the Gennesee overpass adjacent to Union Station. He made several suggestions to improve traffic flow - primarily elevating Baggs square and moving its landing point further to the south. The railroad had planned to land Gennesee about 19' north of Main st.
Olmstead also crtiticized the station layout and placement, calling the planned entrance (and now the current entrance) similar to a back door. In conjunction with his proposal to elevate Bagg's Square Olmstead suggested redesigning the station such that the entrance door would front on Gennesee St. The additional changes, though an improvement, were not implemented by the railroad. ( I imagine the owners of Baggs Hotel and the Hieber & Co. building would want a lot of $$$ for the prime real estate between the station site and Gennesee St.)
According to the report the overpass was completed in 1912.