"Hele" means to travel. "Ku'ai hele" is the act of shopping.

"Hele au i ke ku'ai hele," I travel for shopping.

"Ke hele nei au i ke ku'ai hele," I am travelling for shopping.

"E hele ana au i ke ku'ai hele," I will be travelling for shopping.

Substituting "hele" for "go" seems to clutter things up in translation. The principle action in this sentence is travelling. The object is shopping.