I remember reading this book in the late 80's or early 90's. It was a - sort of - semi SciFi contemporary fairy tale.
It was set in Manhattan in contemporary times, near future and (I think) late 1800's. There was a mist wall round New York that ships could disappear into and arrive out at different times.
There was a man with a white horse, the horse could fly but had forgotten how. The man is brought forward from the past but (like the horse) forgets who he is.
An engineer arrives from the future in a gigantic ocean liner and builds a bridge of light to heaven (possibly at the last millennium turn over).
It was a very involved book with a huge cast of characters that all had some part to play in the story.
In the 1800's story there was a girl suffering from consumption, she slept in a glass room on the roof of her house, open to the freezing winter air, it was what kept her alive. She was rich (the family had made money in whaling) but somehow she and The Man (the guy with the white horse, who was pretty much a nobody) met and fell in love (I think).
Some of the story was set around a lake in upstate NY, and one character started off in San Francisco (contemporary times) and traveled to the lake.
Anyone any idea what I'm talking about?