"to this" is not a phrase in itself; the phrasing is "to / this more substantial question". "to" comes from the pattern "address oneself to something", which means to direct one's attention/effort to something. The sentence as a whole is a re-ordering of "We shall address ourselves to this more substantial question in the following chapters".
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Takehisa TanakaIt is to this more substantial question that we shall address ourselves in the following chapters.It's a cleft sentence, a sentence structure that comes about by highlighting part of a more "normal" sentence with the pattern "It is ... that ...":