Ancient peoples identified the heart as where the soul resides; now we regard that as a quaint and romantic notion; the heart is actually a pump.
What we do have is a unique collection of characteristics and memories, all of which have their own measure of persistence over time.
If you argue for an actual self, you'd have to be able to point to it, say what it is made of, where it is located.
You describe a self thus:
a self is something emergent, a composite thing, an ephemeral thing, a transient thing, a collection of fairly persistent qualities and tendancies; it vanishes every night when we go to sleep, and is eroded irreversibly by dementia.
How is the above a description of an illusion of self rather than a self?
You talk about the emergent and yet use reductionist methodology to state this:
Has any neuroscientist identified a self using brain imaging ?
In neuroanatomy, is there a cortical structure where the self resides ?
The self is an emergent property or it is not a property. You might be right you might be wrong but the above is reductionist.
If you go down that line you might as well say that the brain is an illusion because it is emergent from a group of tissues.