Yes, there is no difference in meaning.

No, they both mean exactly the same: I want to go.

The word ذِهابٌ is the مَصْدَر of ذَهَبَ.

You can build the الْمَصْدَر الْمُؤَوَّل by using the particles أَنْ or ما. They are a so called حَرْف مَصْدَرِيّ.

Let us have a look at it:

Watch out: The verb in the sentence above has a فَتْحة at the end as it is preceded by أَنْ.

Therefore, the verb has to be مَنْصُوب.

Yes, at least regarding the grammar of the sentence.

At least it did, a long time ago.

Yes, there is almost no difference in meaning.