> As for the differences between these three examples, well, the longer I think about it the fainter the differences appear.

The main one is that one example deals with the relationship between two verbs, and the other deals with the relationship between two adjectives. The word "to" might be causing the confusion, but in "try to go," it's part of the infinitive form of the verb "to go." The same grammatical construct in a different language might have "to go" written as one word.

An example of a hendiadys with verbs that doesn't include this distraction is "go and see what's the matter," where the word "and" is used where the more natural phrasing might be "go see what's the matter." Now that I think about it, "go to see what's the matter" is also correct English, if a little awkward.