(Non native english speaker) isn't the verb "to go TO" and the whole sentence: "Do you know where we're going TO?"
There's some potential for confusion in that the verb "to go" can be used for the future imperfect (I think, I was only taught my tenses in French and German lessons) as well as the present tense: note the difference between "We are going to London" or "We are going shopping" and "We are going to go to London" or "We are going to go shopping", or even "We are going to shop". The former is talking about an action we are currently undertaking (to go: implying motion), the latter about a future intent (to go: expressing an intent to do something in the future) to carry out the action in the former case. Using a different verb: "We are riding a bicycle", compared to "we are going to ride a bicycle"