The dust probably has sulphur, heavy metals, so it should go in a clay lined pit.
I suspect not. Where would these contaminants come from?
A bit of sulphur from road vehicle tyre wear (sulphur is used in vulcanising rubber) maybe, but the days of rail vehicles using Gas Oil or high-sulphur diesel fuel are gone.
Ditto heavy metals: no lead in petrol any more, no coal-burning in the city. Where from?
My bet on the sources of the dust on New St platforms would be mostly wheel/rail wear (so all iron/steel alloying elements) and braking (brake pad resin products and iron) with a bit of diesel exhaust particulate: carbon particulate, PAHs, aldehydes etc. Maybe some carbon (perhaps containing a trace of lead and copper) from pantograph wear.
There could well be a fair bit of clothing-derived fibre and human hair/dander too!