As you know, 어디로 is 'where' 'where to go'
(place)~로, ~으로
So, 해변으로 is correct.
ex) 도서관으로(to the library), 학교로(to the school), 방으로(to the room), 버스정류장으로(to the bus stop), 쇼핑센터로(to the shopping centre) and so on.
~하러, ~러 is doing something.
일하러 is correct.
ex) 마시러(to drink), 자러(to sleep), 걸으러(to walk), 수영하러(to swim), 운동하러(to exercise) and so on.