There is an exact translation, although it's not literal: 'im Begriff sein etwas zu tun' Ich bin im Begriff zu gehen. Ich war im Begriff zu essen, als... https://www.linguee.de/deutsch-englisch/uebersetzung/im+begriff+sein+etwas+zu+tun.html or 'bin gerade dabei etwas zu tun', as Benjamin said.

There's no literal translation as far as I can tell, but I'd simply fall back on: "kurz davor sein, etw. zu tun". So for your examples it would go like this: "Ich bin kurz davor zu gehen/ aufzubrechen." "Ich war kurz davor zu essen, als sie mich anrief." Alternatively you can use: "gerade dabei sein, etw. zu tun", but I'd only use it with changes of state. So when you leave, you can't really be in the process of leaving; you're either in or out. Here, it is possible to apply the second version. But if you were to apply it to eating, it would mean that you already started eating, since eating is a process which unfolds over the course of time. So for your example it is also possible to say: "Ich bin gerade dabei zu gehen." Hope that helps! :)