I would say the use of 'have to' implies obligation, I have to go = I must go. The only time I can imagine using 'I am to go' would be when listing instructions given by someone else, eg:
So, to get to the post-office, I'm to go straight on, take the first on the left etc.
As for he is gone, I can't think of a modern day usage - in what context have you seen it?
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