Never been to Millbrook specifically but old train depots in general carry some serious residual energy, I've noticed that pattern a lot. Places where people experienced intense emotion - arrivals, departures, sometimes a lot worse - tend to hold onto something.
What exactly did you feel? Was it more like a pressure or a temperature thing? I had an experience at an abandoned station outside New Orleans a couple years back where the air just went completely still and heavy, like right before a storm but indoors. Hard to explain to people who haven't felt it.
Anyone else in the area who went last night should definitely post up. Comparing accounts from the same location same night is honestly some of the best evidence we can pull together on here.