Exit the electrical room by taking the same door as before [Pioneers Bridge (South)]. After you listen to the conversation with Alfred go North. Locate the interactive anchor point shown in the above screenshot and use the hook, then glide towards the portion of the bridge that has been left intact. Jump over two chasms, reach the unstable wall that you can destroy with the explosive gel. Take one more jump, duck under the pipes and use the shock gloves to unlock the nearby door. Take the door and return to the region of the Train Station that you have already explored.
In the meantime, there appeared five new armed enemies at the station. So, you need to start sneaking here. Walk into the side corridor and jump into the venting shaft running under the ground. Wait for a single guard to come here but, do not attack him directly from the shaft, because this would attract the attention of the remaining guards and you would have nowhere to hide from them. Instead, wait until he walks above Batman, jump out of the shaft and then approach the guard to perform a quiet takedown.
Carefully, approach the next area at the train station and start by making it over to the balcony, located to the right of the starting point, to eliminate the sniper occupying this place. When it comes to the remaining threesome, you can eliminate them in any way you wish, e.g. by throwing them off the higher level, hiding in venting tunnels or by dragging propane tanks towards them with the grapple.
After you win the fights, go towards the Northern hatch and wait for access to the next bridge part to become available, thanks to Alfred. Approach the locked door here and unlock it, using the shock gloves on the nearby generator. You can now take the passage [Pioneers Bridge (North)] and use the hook onto the nearby vantage point. Walk to the left, as far as you can, and leap towards the interactive ledge. Again, shimmy to the left,, pull up and use the hook on the ledge above, which will take you to the main part of the Pioneers Bridge.
Do not hurry too much about jumping down, because there is a quite numerous group of bandits around, and it would be good if you start the fight with the concussion detonator or the glue grenade. Right after the fighting starts, deal with the weaker enemies, thanks to which you will charge the shock gloves. Use the gloves to deal with the enemies equipped with shields. As a reward for winning this battle, you will be allowed to face off against Firefly which means that you will not have to disarm the last bomb yourself.