Hi,
Because of the dairy products used with the pudding mix I would definitely refrigerate it.
The only thing that comes to mind as far as fillings not being refrigerated are fillings I have seen sold in cake supply stores that come in long plastic sleeves. There are usually fruit fillings and choc flavored fillings.
Or standard buttercream that is shortening and 10 x sugar.
As far as adding instant pudding to buttercream? I don't know how that will taste or let alone work out. Pudding has gelatine in it that is what gives it that thick stable consistency.
Maybe try mixing a small batch and see what happens.
