4 goes very deep so it doesn't look like access to an underground railway. And there are no adverts or signs so again it doesn't look like the London underground.
I'm going to guess that it might be a pedestrian tunnel under a river somewhere, and not necessarily even in Britain.
Well thought out ... but maybe it is a metro station after all: Baixa-Chiado in Lisbon. (We do know where Graham's been recently, after all.)