AdminController - how to redirect in __construct or initController function?

Even if there is a return operator in the class constructor, it will not return anything.
No return is expected when the initController method is called.

In my humble opinion you need to use filters. If you cannot use the code that you use in the controller in filters, then your application has design problems.
But if you really need to redirect from the class constructor, you can throw an exception

PHP Code:

throw new RedirectException('urlToRedirect');