My friend is going to
move to my next door.
In this statement you make clear you're talking about yourself. The second
"my" is redundant in this context.
My friend is going to move into next door.
Or
My friend is moving into next door.
You’d say this most likely if you are at your residence.
My friend is going to move next door to me.
Or
My friend is moving next door to me.
You’d say this most likely if you are not at your residence
My friend, Gongyou, is going to move next door.
Adding the name does not change the correctness of this statement. Also, you should use a comma after your friends' name.