You are correct. Gonna is not short or informal for all senses of going to. The only relevant sense is the "modal" sense, where going to indicates the future tense. Going to in the sense of travel or movement does not shorten to gonna.
As for why sources don't mention this, I think the main reason is just that documenting any language is very difficult, and documenting English grammar and vocabulary is monstrously difficult. Dictionaries and especially textbook grammars seldom get the language right. While this particular omission is pretty simple and easy to correct, there is no realistic way to document all of these kinds of oddities. The moral for someone learning English is: don't put too much trust in authorities writing abstractly about English; you should learn mainly by example from real usage.