Is there a meaning difference between started to go and started going in this example sentence?
"...", he said and started to go/going away.
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KarlG's answer to the question Start + Gerund vs Start + Infinitive: is there a subtle tense difference? that FumbleFingers linked in a comment says:
In most contexts, "start to V" and "start Ving" have the same meaning,
and then goes on to provide an example (knocking/knock) where there is very little difference. In most cases, I agree that there is little-or-no difference. However, the answer also includes:
In her monograph The Semantics of English Aspectual Complementation (2012), Alice F. Freed points out that in contrast to begin, the verb start can also denote the onset of an action without its actual completion. To knock on a door, for instance, requires (1) approaching the door with the intention to knock, (2) raising the arm, (3) forming a fist, then (4) striking or tapping the surface of the door with the knuckles some number of times. If only the onset of the action occurs, i.e. anything or everything before (4), then the idiomatic choice can only be the marked infinitive ("started to knock"), not the gerund-participle ("started knocking").
My emphasis and parenthesized examples
I think this subtle distinction (between the onset of an action and its completion) is particularly applicable to the case of started to go vs. started going, where (in at least some situations), the process of going can be a drawn-out affair.
If visitors begin to collect their possessions, say goodbye to their hosts and put on their coats, it could be said that they "started to go [home]", even though they have not yet left the house. Once they have left the house, got in their car, and are pulling away from the kerb, then you could say that they "started going [home]".