There is a difference between "I need (noun)" and "I need (to verb)", so níl X ag teastáil uaim/níl X uaim/ní theastaíonn X uaim etc are not directly comparable to ní chaithfidh mé X
ag iarraidh can have either a noun phrase or a verb phrase as the object, but it has a broader meaning that just "wanting" - with a verbal object, it is also translated as "trying to" (granted, you are usually "trying to do" something because you "want to do" it).
"I'm trying to organise my day" - tá mé ag iarraidh eagar a chur ar mo lá
"we're trying to answer the demand" - táimid ag iarraidh freastal ar an éileamh
"I'm trying to get out of the habit" - táim ag iarraidh éirí as mar nós
"we're trying to find a solution" - táimid ag iarraidh teacht ar réiteach, táimid ag iarraidh réiteach a fháil
In the case of
"she's slimming" - tá sí ag iarraidh meáchan a chailleadh
that could be be back-translated as "She's trying to lose weight" or "she wants to lose weight".
(The Duolingo course does not teach the ag iarraidh construction).