Self-Correlation doesn’t work like it might sound, it’s designed to work in Orchestration to Orchestration scenarios and not really request-response.
What you need to do, is initialize a Correlation and set a value. Then use a Receive Shape to follow that Correlation. Make sure the value you use is promoted on the response message. Typically, this would be an ID or something else inside the message and you could use a property schema to promote the values.