I suspect it will be the old Holgate Carriageworks, that's now used by NR as a maintenance depot.
The GR shed is the wagon repair depot. It's a big building with a faded Freightliner logo near the roof at one end. I suspect 'GR' stands for 'general repair'.
According to the planning application, it's to be demolished (building 007); see: https://planningaccess.york.gov.uk/...0_REMM-BUILDINGS_TO_BE_DEMOLISHED-2248808.pdfIsn't the GR she'd and adjacent sidings supposed to become part of this York Central development ?