Does Baron Nashor move to the Baron Pit when it's created as part of playing him?
No. Baron Nashor enters the Baron Pit directly; he does not move there.
Moving means changing position between spaces on the board, while entering the board from another zone is a zone change.448.1448.2 When Baron Nashor creates the Baron Pit, his replacement effect changes his entry location from the originally chosen location to the Baron Pit.369.3