"I will come there at two o'clock."
I think it would translate more roughly to "I will head that way at 2 PM" since へ emphasizes the direction of travel (as opposed to に which emphasizes the destination)
へ and に are basically synonymous when it comes to talking about going somewhere. However, each of them have separate meanings that cannot be used interchangeably, e.g. に as the preposition when talking about where someone is (not moving), へ when asking where to 'dochira へ? '
This is a difference in expression between English and Japanese. The movement approaching to the speaker is expressed as 来る/kuru and movement away from the speaker as 行く/iku in Japanese. In this situation, iku or ikimasu is correct.
I've wondered that as well, since the sentence says "I will come there" rather than the more colloquial "I will go there".
I guess if I was talking to someone on the phone and arranging to meet them, I might say "I'll come over at 2" implying I will meet them there.
「二時にそちらに行きます」 should be accepted. Both particles に and へ are accepted in this case. Reported on Oct. 28, 2017.
"Sochira" implies the place is somewhere near the person you're talking to (eg. a person is waiting for you somewhere and you say to them "I'll be there at two o'clock"), while "achira" implies the place is some way away from both you and the person you're talking to.