the idiom in French is: s’en aller and it means: to go away or to leave.

You need to memorize that one.

And this is how it works in French: the en stands for a place but is used as an idiom even when the actual place where the people are does not appear in the sentence:

Nous devons nous en aller tout de suite=We should leave [this place] right away.

• Tu t’en vas là? =Are you leaving now? [là can mean now when a speaker is referring to what the other party to the conversation is doing]

Bonus answer: another idiom that is extremely useful along these lines is:
en vouloir à quelqu’un=to resent someone or to hold something against someone for doing something or be mad or annoyed at them.

It’s a good idea to memorize these and practice them as they are tricky at first for FLL.

Answering to your second question: The subjunctive mood is mandatory after several conjunctions like here pour que, thus:

…pour que tu n’aies plus peur.

and never:

…pour que tu n’as plus peur.

or

…pour que tu n’auras plus peur.

Here is a list of cases showing where the subjunctive is required.