Why not "Jeg gik."? Is "ved at..." commonly used to say this in danish?
Jeg gick : I went
I think it should be translated as "I was JUST leaving" to enhance the fact that this is just now happening - else it would be a different context
Your translations are leaving me completely confused to this entire category! It does simply not drive back the differencet to previous chapters!
The Danish sentence means "I was about to leave" or as you say "I was just leaving" and implies that this current conversation is stopping the person from doing just that.
"about to leave" is an alternative, and I've added "just" as well.
"I was ready to leave" would be more correct!
In Danish that would be "Jeg var klar til at gå."