The usual proof of AC from ZF+Zorn’s Lemma starts as follows: Let $X$ be a nonempty set whose elements are all nonempty. Then define a partial on the set $\{ f:Y\rightarrow \bigcup X: Y\subseteq X, \; \forall y\in Y\; f(y) \in y\}$ as the usual set inclusion of functions. Then…
My question is that how does the defined set look like? I mean if some subset $Y$ of $X$ doesn’t have a choice function how do we know that a choice function of $Y$ is in the set. We don’t know AC yet. So the defined set contains “subsets of $X$ which already has a choice function”. But the antecedent of the Zorn’s lemma (intuitively speaking) somehow uses a fact for “any chain” of the corresponding set. What is the problem in my intuition?
Indeed, a priori there is no reason to think there should be an element of the poset of all partial choice functions for which $Y=X$ (that's why we need something like Zorn's lemma to prove AC, after all). However, we do note that any partial choice function that doesn't have $Y=X$ can easily be extended (for instance by adding a single element to its domain). So such a function cannot be maximal.
The crux of using Zorn's lemma is that it guarantees the existence of maximal elements in this poset. And maximal elements must necessarily be choice functions on all of $X$ by the above argument.
The reason we can apply Zorn's lemma in the first place (assuming we assume it) is that
Regarding point 2: We are not asked to prove the existence of any particular kind of chain. We don't need to construct any chains, or make sure that there are chains that eventually cover all of $X$. None of that. We only need to prove that whenever we do have a chain, it has an upper bound.
What makes Zorn's lemma as powerful (and as non-constructive) as AC is exactly that it takes that step from "Some chains exist" + "All chains have bounds" to "there are maximal elements" for us, just like AC takes the step from "Each set has an element" to "There are functions that choose an element from each set".