Self is a word. Denying the existence of a word is silly. Same as denying the existence of "god" as a word is silly. But inherently both are meaningless words. Meaningless is very different from existence statements. I think in philosophy it is very well established the idea of self and transcendentals. But from my view, a person who does not know what a word means and says assuredly "it"(e.g. self, god) exists is simply acting on emotions.

I think self is the only concept worth pursuing. But it is not something a word can deliver any real meaning towards a resolution.

The concept of self relies on something being able to reason and have abstract thought as to what it is not, as much as what it is. So it is real, in as much as you believe you are real and the world we inhabit is real (sort of airy fairy sentence, but some people don't even accept this i.e. Matrix). The self concept is interesting as it is made up of lots of different 'selfs' - self image, self perception, past, present and future self, self in society, etc,. I don't believe that the self concept is same as the soul. The concept of self is purely a temporal.

If you're asking if the 'self' is something akin to a 'soul' that is separate from a physical brain and can still be aware even after death, I agree with neuroscientist Sam Harris and say no.
Here is a short, less than two-minute video of Sam addressing it.