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They were standing on the edge of a huge chessboard, behind the black chessmen, which were all taller than they were and carved from what looked like black stone. Facing them, way across the chamber, were the white pieces. Harry, Ron and Hermione shivered slightly –– the towering white chessmen had no faces.
"Now what do we do?" Harry whispered.
"It's obvious, isn't it?" said Ron. "We've got to play our way across the room."
Behind the white pieces they could see another door.
"How?" said Hermione nervously.
"I think," said Ron, "we're going to have to be chessmen."
He walked up to a black knight and put his hand out to touch the knight's horse. At once, the stone sprang to life. The horse pawed the ground and the knight turned his helmeted head to look down at Ron.
"Do we –– er –– have to join you to get across?"
The black knight nodded.
(Harry Potter and the Sorcerer's Stone)

Is the auxiliary are going to used to soften the meaning of have to?

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I don't know what you mean by soften here but we're going to definitely goes to put more emphasis on the have to part and that it clearly shows that they really need to be chessmen if they're going to go across the room and that there are no two ways about the whole arrangement.

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On its own, be going to is another way of indicating future time. I'm going to do it tomorrow means pretty much the same as I shall do it tomorrow.

Have to introduces a rule or necessity. We have to be quiet here (said by someone in a library) spells out the rule.

We're going to have to be or we shall have to be also indicates necessity, but with the implication of reluctant acceptance. There is an implicit ...whether we like it or not at the end.

We're going to have to be chessmen might also have been written We shall have to be chessmen, but that is formal or old-fashioned, and so you wouldn't expect contemporary teenagers to say it.

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the auxiliary "are going to" before "have to", means doing something that you were not initially wanting or planning to do. It implies putting in, at least some extra effort before something is done.

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