Now, you are kind of correct. At least "I am to ..." is idiomatic (cp "is to" or "is how to" or the modal verb Be to, etc) as are have to, ought to; Very peculiar and not directly comparable to modals like like.
More over, to split the difference, here alters the meaning significantly.
For translation it might be easier to work with come: "I come by to tell you" which must originally have been subjunctive "came", still visible in "become", "I wish I became ...", but undesrstood as past tense "I have come", and consequently rectified to present tense "I am here", because the process of arrival is largely irrelevant.
That is a good guess, because German ich komme um euch zu holen is similarly formulaic. The subjunctive in this word is indistinguishable from the present tense, althoigh the subjunctive is often visible from vowel alternation.
come derives from a root "to step", that might play a role for the French simple future for example, though that one is not quite clear. In that sense the phrase can be understood as "procede to", "want to" or just "will" (again, cp French je vais "I am going to ...", and je veut "I want to"; as well as German Ich will dir mal was sagen "I will to tell you something").
Comparing my mother tongue once more, something similator to here is used in German to translate the present progressive, "Ich bin gerade baden" (*I am bathin', right now).
So, in sum, it's formulaic and you would be well advised to seek a similarly epic expression from Danish.
But that's not an idiomatic saying, no. I don't think that's what saying means (cp saga, Ger Sage). It's an idiomatic phrase, sure.
PS: since someone mentioned the Doctor is here, I want to point out English hoar, or rather Ger hehr, from a root "grey, old, noble". But since this is not obviously attested in context of this phrase, and so would have to be pre-historic, if related all, I would only consider it for translation if archaising the language on purpose. I mean it makes sense, I am proud to tell you that, old, qualified and thus proud. Except I'm not all that qualified, only old.