"there" is pronoun or adverb?

Hi All,

I would like to understand more about the part of speech is the word "there". According to Oxford Dictionary, there is describe as an adverb as in the sentence:

'There is a glass."

where "there" is the adverb to the verb "is".

However, often than not, we heard the sentence:

"We are going in there".

I find this sentence seemed ungrammatical as that would indicate that "there" acting as a pronoun for a place that is mentioned before. For example,

"This is the cave. We are going in there."

Even then, I would think that the word "there" redundant, it should be just:

"This is the cave. We are going in."

So I would appreciate if anyone can enlightened me on the correct usage of this word in the above cases.

Thank you.

Just on one simple example, I'm going to show you the difference:

There is a glass there. where the first there is a pronoun (the so-called existential there) and the other there is an adverb.