We describe and discuss remarkable infrared spectra, covering key portions of the $2-5$ $mu$m wavelength interval, of the probable OH/IR supergiant 2MASS J17470898$-$2829561 (2M1747), located in direction of the Sgr B molecular cloud complex within the Central Molecular Zone (CMZ) of the Galaxy. This star was originally singled out for examination based on its suitability for spectroscopy of lines of H$_3^+$ in the CMZ. Analysis of the spectra shows that 2M1747 is deeply embedded within Sgr B1, with A$_V$ $gtrsim$ 100 mag, making it the only star within Sgr B for which infrared spectra have been obtained at present, and thereby a unique infrared probe of the dense interstellar medium within the CMZ. Despite the high extinction, spectra of 2M1747 reveal a veiled photosphere in the $K$ band and circumstellar gas in the $M$ band, giving clues as to its nature. Its $ 3.5-4.0$ $mu$m spectrum contains the strongest absorption lines of H$_3^+$ observed toward any object to date. The $4.5-4.8$ $mu$m spectrum has impressively deep and wide absorption lines of interstellar CO, most of which arise in dense gas within Sgr B1. The $3-5$ $mu$m spectrum also contains several solid state absorption features, which are characteristic of both dense and diffuse clouds, and which raise questions about the identifications of some of these features. We discuss the nature of the star, the extinction to it, the extinction law for dust in the CMZ, and the identifications of the various solid-state features and where they are produced along this complex line of sight.