Recent observations by the James Webb Space Telescope (JWST) have revealed a puzzling population of optically red and compact galaxies with peculiar 'V'-shaped spectra at high redshift, known as 'Little Red Dots' (LRDs). Until now, most spectroscopically confirmed LRDs are found at $z>4$ and it has been speculated that LRDs are tracing the early stages of black hole evolution. We report an independent rediscovery of a broad-line active galactic nucleus (AGN), SDSS J102530.29+140207.3, at $z=0.1$, which shows spectral features matching those of LRDs seen in the early Universe, including the V-shaped spectrum, broad Balmer lines (with widths of 1000─2000 $\rm km~s^{-1}$), and deep Balmer absorption. We present a new GTC observation of this LRD, which reveals an optical continuum similar to those of G-to-K giant stars including an unambiguous G-band absorption originating from the CH molecule. In addition, this local LRD shows a series of absorption lines potentially related to low-ionization ions or atoms but are deeper than what is observed in empirical stellar templates. We further identify a series of [Fe II] emission lines indicative of low-ionization gas, which we find also present in a JWST-selected LRD at $z=2.26$. We find small but statistically significant variability in the H $\alpha$ of SDSS J102530.29+140207.3 consistent with previous findings. Finally, we report new observations with NuSTAR. We confirm the extreme X-ray weakness of this LRD, which might imply Compton-thick gas obscuration with $N_{\rm H}>10^{24}~{\rm cm^{-2}}$. All evidence suggests SDSS J102530.29+140207.3 has a complex gaseous environment and the strong ionic, atomic, and molecular absorptions are hard to explain with typical stellar and AGN models.