Ok, so here is what you need to do:
1) decide on a controller that represents the center of your body center. Normally that is the root or the hip controler. Because you want your limbs to move in relation to the center of the body once you take away the forward movement.
2) create a locator for each of your IK controllers and for the body center.
3) Parent the IK locators to the Body Center Locator
4) parent contrain the locators to the controls they belong to (maintain offset off)
5) select your locators and use the "Key -> Bake Simulation" command on them, this will animate them in space and break the connection to the constraints. You can delete the contraints.
Now comes the a bit more tricky bit.
6) open the node edior and display the animation curves of your body center locator. So before you open the node editor, select your body center locator, if it doesn't show up automatically, use the "add selected nodes to graph" button. Then click on the "input connections" button.
You should see the animation curves that connect into the locator. Expand the node and look for the connection into translate Z.
7) Select that connection and delete it (just the connection, not the node).
Your locator should no longer be animated in Translate Z and the other locators should move around it.
😎 Set the Translate Z value on your body center locator to 0 in the outliner.
9) Delete the animation on your IK controls
10) parent constrain them to their corresponding locators.
11) Use bake simulation on the constrained controls to bake the new animation onto them.
Now your Character should move on the spot. Depending on your game mechanics, this is what you want.
If you need the World control to do the Translate Z movement:
12) Take the animationcurve that you disconnected from the body center Translate Z before and connect it to the translate Z of your World control. Now the World control should do the same movement as the body center control did before.
It's a pretty long explanation, but this is how you can do this.
I hope it helps!