So test result:
*) 2 hours of continuously blasting at the station module under construction, eventually took it out. The station turned grey on map (but remains red in menu) - however the construction module remained.
*) 2 1/4 game hours of continuously blasting the construction module with my hyper-tuned M2... there's no result. I hence assume its not destructible
So I'm now stuck with a semi-destroyed station
==> Conclusion: DO NOT attack stations under construction.
Better hope for them to eventually get finished... so assuming you have
sufficient firepower, you then have a chance to blow them up which may(*pending further testing) wipe them eventually.