I'd say what you have said: "I have to be at work at 7:30." I'd use "at" before "work" because we use it to indicate the place where something happens. From "English Grammar in Use" by R.Murphy:
And "at" is used for the time of day: at 7:30, at 5 p.m (to mean when exactly something happens).
However, we do use "to" after the verb to be sometimes. For example, "He hasn't been to London." But normally we don't use "to" with the verb "to be" because "to" is used when indicating the place that someone or something visits, moves towards, or points at. So, I don't see the reason why we have to say "I have to be to work."
If something is planned for a particular time, it is planned to happen then (e.g. The party was scheduled for 7:00). But it's not what your sentence is about. You have to be at work at a specific time. I agree with Hot Lick's comment, though. If by "7:30" you mean the 7:30 shift, "for 7:30" is possible.
As I understand it, in the given sentence "at" should be used before "work" and before "7:30".