This is the connection between City Railway Station (Metro Purple Line) with PF-10 of the KSR Railway Station. The existing FOB there connected the Metro station to Old Mysore Road. They are extending it on the other side to PF-10.
The Kempegowda Majestic Interchange Metro Station is already connected to the subway that connects the BMTC and KSRTC bus stands to the railway station. I don't think there is any work going on there. This connection is 450m long.
Basically, if you need to go to the platforms 1-4 in KSR, it is...
more... better to alight at the Majestic Metro Station. If you want to go to platforms 5-10, it is better to alight at the City Railway Station metro station.