Question: The Sydney Ghost Train was first constructed in 1931, and had been transported from a city located on the shores of which bay ?

Context paragraphs:
The Ghost Train (1931 film): The Ghost Train is a 1931 British comedy thriller film directed by Walter Forde and starring Jack Hulbert, Cicely Courtneidge and Ann Todd.  It is based on the play "The Ghost Train" by Arnold Ridley.  The film's art direction was by Walter Murton.

Ghost Train Orchestra: Ghost Train Orchestra is a Brooklyn-based jazz and instrumental band led by Brian Carpenter.  The band formed in 2006 when an historic theater in Boston commissioned Carpenter as musical director for its 90th year celebration.  For the commission, Carpenter transcribed and arranged a set of overlooked music from late 1920s Chicago and Harlem and formed a side project from his regular band Beat Circus to perform it.  The following year the group started performing under the name Ghost Train Orchestra.  The band first recorded in 2009 at Avatar Studios in Manhattan and released "Hothouse Stomp" in 2011 on Accurate Records.

Dead Inside the Chrysalis: Dead Inside The Chrysalis or DiTC are an Australian Electropunk/Synth Rock band based in Sydney.  They have supported Deadsy, Wednesday 13, The Follow, Zombie Ghost Train, Nitzer Ebb, The Red Paintings, USA's Genitorturers, Mindless Self Indulgence and most recently the German industrial band KMFDM.

Ghost Train (Pleasure Beach Blackpool): Ghost Train is a dark ride attraction at Pleasure Beach Blackpool, in Blackpool Lancashire, England.  It opened in 1930 and was designed by Joseph Emberton.  It is notable as being the first real "Ghost Train" in the world, and the first to use the name of Ghost Train.  It is one of the few Ghost Trains left in the UK that is not portable.  It has also undergone several refurbishments over its years of operation.

Derren Brown's Ghost Train: Derren Brown's Ghost Train is a dark ride at Thorpe Park in Surrey, England.  The attraction incorporates virtual reality, motion simulation and illusions designed in collaboration with British mentalist Derren Brown.  It is themed as an abandoned Victorian train depot and is also themed around the health effects and controversy involving fracking.  It first opened in July 2016.

Newport Arms Hotel: The Newport Arms Hotel was a historical hotel located on the shores of Pittwater.  In 2015 it was purchased by Hospitality group Merivale and renamed The Newport.  The hotel was first constructed in 1880, and is still a popular spot for tourists and visitors to visit on the weekend.

Glenelg, South Australia: Glenelg is a popular beach-side suburb of the South Australian capital of Adelaide.  Located on the shore of Holdfast Bay in Gulf St Vincent, it has become a popular tourist destination due to its beach and many attractions, home to several hotels and dozens of restaurants.

North Miami, Florida: North Miami is a suburban city located in northeast Miami-Dade County, Florida, United States, about 10 mi north of Miami.  The city lies on Biscayne Bay and hosts the Biscayne Bay Campus of Florida International University, and the North Miami campus of Johnson & Wales University.  Originally the town of "Arch Creek", the area was incorporated as the "Town of Miami Shores", which was renamed the "Town of North Miami" in 1931.  It was reincorporated as a city in 1953.

1979 Sydney Ghost Train fire: The Sydney Ghost Train fire was a fire on the night of 9 June 1979 at Luna Park Sydney.  The fire killed six children and one adult, and destroyed the amusement park's ghost train.  Inadequate fire-fighting measures and low staffing caused the fire to completely destroy the ride, which was first constructed in 1931, and had been transported from Glenelg, South Australia to Milsons Point, New South Wales during 1934 and 1935.

Zombie Ghost Train: Zombie Ghost Train was an Australian psychobilly and gothabilly band located in Sydney, NSW, Australia.  The band formed with Stu Arkoff (guitars and vocals), Azzy T (drums), and Captain Reckless (bass and backing vocals).  In 2007, Azzy T left to pursue other musical ventures and was replaced by JM.  The band released two albums, "Glad Rags & Body Bags" and "Dealing the Death Card", as well as the EP "Monster Formal Wear".

Supporting paragraphs: 1979 Sydney Ghost Train fire Glenelg, South Australia
Answer: Holdfast Bay