How come you can use "be going to" in the present to express an intention in the past? It sounds very awkward when you say "you are going to start a new job last week". However, it'll be grammatically correct if you form the sentence as follows:
You said last week, "I am going to start a new job" or "you said last week that you were going to start a new job".
As for the second sentence "you said you were going to start a new job last week" is grammatically correct. You can use "be going to" in the past to express an intention in the past.
The sentence #3 is grammatically wrong. First, you cannot say "will going". Instead, it should be "will be going". Second, even if you use "will be going", the sentence will be incorrect as you cannot use the future continuous tense for an action or event in the past.