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I suppose it's early days for neuroscience but many functions of the mind have been linked with areas of the brain, except the generation of the self. That self seems to come about as a result of time spent in the world and is shaped by it so why can't we find it? Even if we do find a particular area of grey matter, it's not as if we will find a self molecule and be able to measure it, that's not how neural networks operate. The best we can say is the self is an organism with memory, a vehicle for genetic material that has become so complex that it's unable to discern what it is made of.
Well I disagree that "we can't find it". I think the inability to find the self is a result of the limitations of empiricism, whereas dialectical and materialist analysis has no problem locating the self within the changing relationships that define the individual, history and nature in context of each other.
And this is what empiricism really fails at: its great at defining an object, defining the parameters that constitute it, and isolating it as a subject of study, but absolutely falls short at being able to identify the relationships between "things" or the historic circumstances that give rise to them.
As observers, an over-reliance on one theory of knowledge, or epistemology, verges on the kind of ideological blindness usually associated with fringe fundamentalism. We wouldnt us a ratchet to hammer a nail, why would we insist that a single epistemic "tool" is the only one that is capable of determining truth?
Honestly I probably agreed with you more some years ago before reading Sam Harris's Free Will, which was so bad it set me on a very different path of inquiry.
I suspect the reason we can't find the self is the same reason we can't find the other conceptual objects in our imaginations. They feel real and they are useful but ultimately they are like money, religion, nation states, laws and insurance - purely conceptual and dependent on our shared belief in them.
I'm suspicious of the desire to lean too heavily on concepts such as the self and free will. Much of our societal structures past and present depend on their existence, how else can we accuse others of crime if the perpetrator didn't have a choice? It wasn't that long ago that we were prosecuting animals for the crimes listed in our statutes. Currently we don't believe other animals are capable of this level of agency but nobody has presented any compelling evidence, either way.
Famously, Kant stripped away all his preconceptions and could prove only the subjective (I think therefore I am), whereas you seem to deny everyone their subjectivity, even your own. In any case since you're interested in these questions, I assume then you'll reach a better understanding of these questions, just keep studying and growing on your own terms (which is contradictory to your own thesis, but the whole is always defined by contradiction.)