Given two logical systems, $L_1$ and $L_2$, in which every formula of $L_1$ is also a formula of $L_2$, $L_2$ is said to be a conservative extension of $L_1$ iff the set of theorems of $L_1$ are precisely the set of theorems of $L_2$ that are formulas of $L_1$.
Denote by $\text{ZFC}_{\sigma}$ the ZFC set theory enriched with a $1$-place function symbol '$\sigma$', called the global selector, and extended with the following axiom, called the axiom of global choice for ZFC.
For every non-empty set $z$, $\sigma(z)$ is a member of $z$.
According to [Fraenkel] (p. 73), $\text{ZFC}_{\sigma}$ is a conservative extension of ZFC.
Denote by NBG+ the NBG set theory extended with the following axiom, called the axiom of global choice for NBG.
There exists a function $\sigma$ whose domain contains all non-empty sets, and such that for every non-empty set $z$, $\sigma(z) \in z$.
(Note that the language of NBG+ is not enriched with a symbol $\sigma$.)
According to [Fraenkel] (p. 134), NBG+ is a conservative extension of ZFC.
Denote by $\text{NBG}_{\sigma}$ the NBG set theory enriched with a $1$-place function symbol '$\sigma$', called the global selector, and extended with the following axiom.
For every non-empty set $z$, $\sigma(z)$ is a member of $z$.
Questions
- Is $\text{NBG}_{\sigma}$ a conservative extension of NBG+?
- Is $\text{NBG}_{\sigma}$ a conservative extension of NBG?
- Is NBG+ a conservative extension of NBG?
Bibliography
[Fraenkel] Fraenkel, A. A., Bar-Hillel, Y., Levy, A. Foundations of Set Theory. 2nd Revised Edition. Elsevier. 1973
EDIT: There's an issue with defining NBG$_\sigma$: we have to decide whether the original NBG schemes are expanded to apply to formulas involving $\sigma$ too. Otherwise conservativity of NBG$_\sigma$ over NBG is trivial: take a given model of NBG and just "slap on" an arbitrary choice operation. And NBG+ is actually stronger, in terms of $\{\in\}$-theorems, than NBG$_\sigma$.
So - although per the comments below the OP, the weaker version of NBG$_\sigma$ is actually intended - I'm going to say a bit about the stronger version.
In my experience, NBG usually already contains global choice, so NBG=NBG+; but I'll write "NBG" for NBG without global choice below, to match the OP.
Any model $M$ of NBG+ can be turned into a model $\hat{M}$ of NBG$_\sigma$: fix some global choice (class) function $f\in M$ and just name it $\sigma$. Conversely, the reduct of any model of NBG$_\sigma$ to the smaller language of NBG+ is a model of NBG+. So NBG+ and NBG$_\sigma$ prove exactly the same sentences in their common language - that is, the answer to $(1)$ is yes. Note that this implies that $(2)$ and $(3)$ have the same answer.
Let's focus on $(3)$ to ignore the additional symbol. NBG+ already contains a new axiom in the language of NBG, so unless NBG already proves that axiom, the answer will be no.
So we want to find a model of NBG without a global well-ordering. This needs a bit of set theory, but it's doable. If $M$ is a model of ZFC, then we can turn it into a model $N$ of NBG by taking as our classes the definable-with-parameters subsets of $M$. This satisfies global choice iff $M$ has a definable(-with-parameters) well-ordering. And this doesn't necessarily hold. Proving this takes serious work, unfortunately: we show that there is a model of ZFC together with the axiom $$(*)\quad\mbox{"For every $x$, there is some $y$ not in $HOD(x)$."}$$ Here "$HOD(x)$" denotes the class of sets such that they, and each element of their transitive closure, is definable using only ordinals and $x$ as parameters. (HOD stands for "hereditarily ordinal definable," and $HOD(\emptyset)$ is abbreviated "$HOD$.") It's not at all obvious that $(*)$ is consistent with ZFC, or even expressible in ZFC - however, it turns out that both these things hold. Detailed proofs can be found in Kunen's old book.