I want to clear something up: HOL is not merely multi-sorted FOL
The key difference is in the two systems expressivity. FOL cannot express transitive closure. Here is a nice note explaining why. On the other hand, HOL can express transitive closure. Here's the source code from Isabelle/HOL's implementation if you are interested.
EDIT 1: Note the caveat in the comments: FOL extended with ZF or machinery from arithmetic can express transitive closure. That no extended calculus can do this is not the claim I'm making here, however.
EDIT 2: Likewise, it's inappropriate blindly make use of intuition from Henkin's semantics for his higher order logic, as its application to computer-based HOLs is not straight forward. For one thing, proof assistants are based off of Church's HOL, which predates Henkin's work and has its own peculiarities. Semantics for Church's HOL may given using applicative structures, as per Harvey Friedman (1975) and subsequent papers.
[H]ow are the intended semantics of SOL and HOL specified in a computer
system?
You can't really specify the semantics, as others have noted, but there are different ways that $x \in A$ gets parsed into base syntax.
In Isabelle, you can load either Isabelle/ZF or Isabelle/HOL. Depending on which system you load, $x \in A$ gets interpreted differently.
In Isabelle/ZF, it's the meaning you learned in set theory class: $\in$ is a binary relation in FOL and it obeys the various axioms in set theory.
In Isabelle/HOL, S :: 'x set
(ie, "S
is a set of objects of type 'x
") is really just a wrapper for an object of type f :: 'x -> bool
(ie, "f
is an indicator function that take 'x
to True/False"). Set comprehension and membership are effectively defined by the equivalence $a \in \{x \ |\ P(x) \} \iff P(a)$. You can read about it in Isabelle/HOL's source if you're into that sort of thing.
In both Isabelle/ZF and Isabelle/HOL, the familiar syntax $\{x \in S\ |\ \phi(x)\}$ is also interpreted as syntactic sugar. In both cases, it's the parser's responsibility for compiling the extended syntax into the base syntax; and how it is done differs based on foundation.
Finally, while computer proof assistants are not generally used to reason about their own semantics, there is an exception. John Harrison developed two relative consistency proofs of HOL-Light within HOL-Light here.
He first demonstrates how to construct a full model of HOL-Light without the axiom of infinity in HOL-Light. He then shows how to construct a full model of all of HOL-Light in HOL-Light extended with a strongly inaccessible cardinal.