In your mind it may be conceived as a logical impossibility, but in coming to this conclusion you seem unable to grasp that you had to have used your conscious control of the thought processes needed to achieve it.
It is a demonstrable reality with no need for infinite regress.
You are the ultimate source of control.
I tend to think that our brain needs information to make sense of the world enough to build a picture which is conducive to our evolutionary needs. Hence such senses as sight and hearing are prominent in feeding information back to our brains. However, with the vast amount of information being processed by our brains, we need some sort of focus to extrapolate what our brains consider to be important at any particular time. This could be explained by what we call consciousness where the brain is constantly directing and receiving relevant data at the same time. This data might well be from our senses or our short term memories for instance. But the point is, is that it is an interactive focussed process. in this scenario consciousness is constantly informing the brain and the brain, which is composed of many unconscious processes is actually directing our consciousness. This whole idea is very similar to the Global workspace theory of which more can be found here.
https://en.wikipedia.org/wiki/Global_workspace_theoryI am not for one moment suggesting that these ideas are necessarily correct. Indeed they might be totally wrong, but I would suggest that they are at least feasible.
So now what about your constant refrain of suggesting that we are demonstrably showing evidence for your idea of controlling our own thoughts as evidence for this 'soul' idea every time we reply on this forum?
1) It has an illogical impasse
2) Saying that something is demonstrated is not the same as actually demonstrating that something, especially as other explanations are available.
3) Using magic or the supernatural to get over problems(such as the illogic of your idea of conscious control of your thoughts) is not applicable because it has no explanatory content.
Therefore, and accepting your ability to repeat ad nauseam the same mantra, it seems to be a dead end as far as explanation goes.