What is this structure?

[Chewy2nd]

Okay I had to run your image through Photoshop and lighten it up considerably to see what you were referring to, and it appears to be Castrum Centri in Mor Dhona. But not knowing what direction that image was taken in that is just a rough guess (if you were looking in a northerly direction it would indeed make sense that would be Castrum Centri), so take that with a grain of salt.

I think it was North East (its near the start of the dungeon, where people usually just pull their way through). You could see the arena where you fight the Magitek Colossus Rubricatus in Castrum Meridianum.

you need a daylight shot

I think it's always night in the Praetorium.