What do Vokzal and Vauxhall have in common?

On Monday I was at a conference in Amsterdam. Between the discussions about internet security there was room for a more profound discussion. What is the origin of the Russian word вокзал (vokzal, railway station)?

My colleague had heard in St. Petersburg form a reliable source that вокзал was named after Vauxhall, the area in London where the London and South Western Railway was constructed in the 1840s. Allegedly the Russian delegation mistook the name of the borough for the name of a station or rather the name for a big hall was mistaken for that of a waiting room for trains.

The theory I heard is as follows: when one of the first railways was constructed from the capital St. Petersburg to the palace in Pavlovsk a music hall (вокальный зал or вокальный салон) was constructed at the end of the line to please the Imperial travellers. The word вокзал is short for вокальный зал and later became the name for stations.

As the Tsarkoe selo railway line was opened in 1837 the story about the Russian delegation visiting Vauxhall in 1840 seems unlikely (as mentioned in the English Wikipedia article)

Then there are two intermediate theories: In short it is indicated that the very source of having music halls at the end of railway stations would come from Vauxhall. Or a slight variant where the concept of the music pavilion would have its roots in the Vauxhall Pleasure Gardens and the word was introduced to Russia already in the 18th century, so long before the railways came to Russia.

Who knows the answer?