Where is the proof that Coq + Excluded Middle is consistent
Actually, in section 4.5.3, he doesn't quite say that EM+impredicativity is inconsistent. He says that when you assume it, the model must becomes degenerately proof-irrelevant (the interpretation of all types other than Prop can  have at most one element). Andy Pitts describes a similar phenomenon "Non-trivial Power Types Can't Be Subtypes of Polymorphic Types". 

For predicative versions of type theory, it's probably easier to just do the consistency proof than to Google for it -- universe stratification gives you everything you need for the simple-minded set-theoretic model of types (i.e., types are sets, terms are maps) to work out. Just observe that sets are closed under indexed sums and products, and get cozy with the axiom of replacement when interpreting universes. This is academic bad practice, of course, but the proof is still worth doing for yourself.