Is that not the same as the Stamford East terminal station which was situated in Water Street?
I was in rather a hurry, to go out on what proved an aborted errand -- back home now, with leisure. Was going purely by Dewick's
Complete Atlas of Railway Station Names, which aims at admirable thoroughness, but tends to raise more than a few chimeras. Dewick shows "Stamford East / GN" as a separate terminal station for the Essendine and Wansford lines; plus a connecting line between GNR and MR, diverging from GNR routes a little way east of the GNR terminus, and joining with the MR Syston -- Peterborough line at his supposed "temporary Water Street" station, on the Midland line a bit east of the current station. Have looked up Wiki, and also alternative"paper" sources -- all confirm the layout of tracks / routes as above, but make no mention of Dewick's putative "temporary Water Street" sta. -- and they do give Water Street as an alternative name to "East", for the GNR lines' terminal station. Moral -- in future, try always to check Mr. Dewick's tome against other sources.