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In Pali Buddhism, any positive term that includes "self" is merely a statement of conventional language because there is no other way to communicate whatever concept pertaining to individual persons that needs to be communicated.
In addition, most teachings that positively use the term "self" are mundane or moral teachings. They do not represent the highest truth. For example, (somewhere) it is taught one of the benefits of giving/charity/generosity is 'self-respect'.
For the most part, 'self-respect' is related to freedom from remorse, guilt &/or regret. Here, to use the word 'self-respect' is not so necessary because 'freedom from regret' implies 'self-respect', such as in AN 11.2, which states:
For a person endowed with virtue, consummate in virtue, there is no need for an act of will, 'May freedom from remorse arise in me.' It is in the nature of things that freedom from remorse arises in a person endowed with virtue, consummate in virtue.
For a person free from remorse, there is no need for an act of will, 'May joy arise in me.' It is in the nature of things that joy arises in a person free from remorse.
Where as the teachings about ending "I-making" and "my-making (ahaṅkāra & mamaṅkāra) represent the highest truth about freedom from suffering (Nibbana).
In summary, 'self-respect' is a statement of conventional mundane reality where as the destruction of "I-making" and "my-making" is a statement of ultimate supramundane reality.
The way to keep self respect without showing ego is to comprehend the word 'self' is only a word, only a convention & not something inherently real, as explained in SN 1.25.