"Plan to be there..." implies that you will do something actively to get there, whereas "expect to be there..." just means that you think you will get there somehow. For instance, if you are in a tour group, and you have no control of your itinerary, you might say, "After reading the schedule, I expect to be in Belgium this evening." But if you are on your own, you would probably use "I plan to go to Belgium." Similarly with "be" and "go". If you use "be" you are focusing on your destination, but "go" talks about motion. Also, just "go there", not "go to there". "go there", "go home", "go away" are correct, but "go to [specific place]", e.g., "go to Belgium."

They are basically the same. I think most people will use "plan to be there" when they are more certain that they will be there. You can use "expect to be there" when you are probably going to be there, but you're not sure if something else will interfere. But really, you can use then interchangeably and you will send the same message.