No Self makes No Sense
I do not know what causes me to have a self but I know it exists for various reasons. You can know something exists without being able to give an account of its constituents.
I think it has the same status as consciousness which we know exists but can't explain or model.
Saying the self is fractured or a composite is not the same as saying no self. But I have compelling evidence for my self about it's continuance.
For example every time I meet family they recognize me and reaffirm that I am the same person.
The genes in my body and my finger prints are unique.
There are photo albums with me in at different stages in my life. When I wake up after sleeping I have no confusion about who I am I can validate my memories by things like visiting the house I grew up and looking at examination statistics. And I can't swap bodies and become someone else.
So this level of continuity is sufficient for me to believe I am a continuous entity.
But as I have been saying the main issue is who has experiences and perceptions. Consciousness is solipsistic in a sense that we can't get outside of what to be truly objective.