My doubt is if I can make the sentence structure of the near future using “vado” + “verbo infinito”. Yes. It's a bit informal and you have to use the preposition A

Ora vado A leggere, poi vado A dormire.

Domani studierò quello che manca. Nel linguaggio parlato, si può usare il tempo presente per indicare un azione che si svolge in un futuro 'vicino'. In un testo scritto, meglio il futuro

Although this type of structure exists in several Romance languages, as well as in English ("I'm going to sleep soon"), we must respect the structures each language has. In Italian they do not use "vado," for example to form a "near future" or composite future form, the way "vou" is used in Portuguese. So, the future tense versions are the correct ones.