Yes- Grand Central Station is the name of the SUBWAY station which is below ground (4, 5, 6, 7 and "s" 42nd St Shuttle lines). The RAILROAD station (MetroNorth Railroad) is known as Grand Central Terminal and is at street level.
The frequency on the radio dial doesn't tell us the power the station is using to transmit. There may be an AM radio station at any spot on the dial that is transmitting at any power level between, maybe, 10 watts and 50,000 watts. That decision is made when the radio station applies for its license, and the license to operate is granted.
No, sea-level pressure and station pressure are not the same. Station pressure is the atmospheric pressure measured at a specific location, while sea-level pressure is the station pressure adjusted to sea level using a standard formula to account for differences in elevation.
Hampstead Station, on the Northern Line, is 192 feet below the street level. Note, however, that Hampstead is on a very steep hill, and so the absolute depth isn't that great. The Jubilee Line runs at the deepest absolute point, 105 feet below mean sea level.
Whittington Low Level railway station ended in 1963.
Aberdare Low Level railway station was created in 1846.
Haddiscoe High Level railway station ended in 1959.
Savernake Low Level railway station ended in 1966.
Savernake Low Level railway station was created in 1862.
Heath Low Level railway station was created in 1911.
Kelvedon Low Level railway station was created in 1904.
Kelvedon Low Level railway station ended in 1951.