By second order arithmetic I mean the axiomatic theory $Z_2$, that is Peano arithmetic extended by second order variables with the full comprehension axiom, and not defined semantically using power set in ZF. By third order arithmetic I mean that extended by third order variables and the comprehension axiom. And so on. Does each of these have an inner model which also satisfies the axiom of choice in each order, using constructibility? If not, do such inner models exist if we also extend induction to a higher order axiom? Is there a good reference on it?

There is quite a bit of this in Simpson's book Subsystems of Second Order Arithmetic in the specific context of secondorder arithmetic. Here are three relevant results:
Here $\Pi^1_\infty\text{CA}_0$ has the full comprehension scheme for second order arithmetic, and hence also the full induction scheme.
and


