Are all forms of Dukkha related to a sense of self?

All forms of dukkha are not related to the sense of self. Maybe the origin of the dukkha is related to the sense of self(example: the origin of having a "body" or " form" for humans or other beings is related to being attached to the self) but it is possible to become an Arahant and still not be free from all dukkha, but Arahants are completely free from sense of self. Arahants still have physical pain and physical discomfort but they are completely free from suffering. Even in the high enlightenment stages before the Arahant stage- once-returners and non-returners- who still have a very weak sense of "having a form in their beings" don't have identification with the "form" or the "self" in their beings so they are also free from "self" but not yet free from the dukkha.

Dukkha (/ˈduːkə/; Pāli; Sanskrit: duḥkha) is an important Buddhist concept, commonly translated as "suffering", "pain", "unsatisfactoriness" or "stress". It refers to the fundamental unsatisfactoriness and painfulness of mundane life.

https://en.wikipedia.org/wiki/Dukkha

All kinds of "suffering" is related to self. When Angulimala is about to kill the Buddha, Buddha gave this teaching to Angulimala(In the Angulimala movie-Thai film):

First, everything is impermanent(conditioned things). Your so-called mind is impermanent as well. In contemplation you'll see endless impermanence. Second, everything causes suffering. Nothing should be clung to. Please contemplate If your mind can yield true contentment. Angulimala Third, everything is without a true self. What you're contemplating is not your true self. Angulimala, to cling to "myself" and "mine" causes all sufferings

So all forms of suffering is related to the "sense of self"(identification with the sense of self) but all forms of dukkha are not related to sense of self because physical pain, physical discomfort etc are also dukkha but the enlightened beings are not free from these things(but they don't suffer based on them. For the stream-enterers the situation is different because it is the transition stage. So they don't believe to the sense of self, deep down they know the nonsense nature of the thoughts, emotions and feelings but they still identified with them without believing it them to be true. That's why stream-entry is not complete enlightenment but it is a wonderful tool(and it is a guarantee for future enlightenment) to become completely free from the identification of the sense of self in the future.

For more detailed information about stream-entry:

Monk Radio: Stream Enterer by Yuttadhammo Bhikkhu

But ofcourse life is only available in the present moment so a meditator mustn't seek future's gifts but must be mindful of whatever arises in the now.

The 1st noble truth summarises all dukkha as "attachment" to the five aggregates - saṃkhittena pañcupādānakkhandhā dukkhā. Thus all suffering requires "self". To avoid doubt about this, MN 44, in paraphrasing the 1st noble truth, says:

These five clung-to-aggregates are the self-identification described by the Blessed One.

He assumes form, feeling, perception, mental fabrications, consciousness to be the self... this is how self-identification comes about.

MN 44

In 2nd noble truth says dukkha "arises" ("samudaya") when craving leads to new becoming. "Samudaya" does not mean "cause" ("hetu"). The 2nd noble truth is not about "cause". The 2nd noble truth is about the complete arising of suffering (refer to AN 3.61; which includes all 12 links of D.O. as the 2nd noble truth). At least two things are required for the arising of suffering: (i) craving; and (ii) becoming. Craving without becoming is not the arising of suffering (MN 148). Becoming, similar to attachment, is egoism. Thus all suffering requires "self" delusion.

The 1st sermon says "this suffering is to be comprehended". The questioner has not comprehended suffering. This is why this comprehension is called "enlightenment". This comprehension is not exactly easy to accomplish; therefore please do not take thus unenlightenment personally. Similar to the vast majority of people & Buddhists, the questioner has not yet comprehended dukkha. Thus, the questioner, similar to 99% or so of people, is not yet a stream-enterer.

If you ignore the title, the body of the question is asking ...

If attachment and obsession is developed towards some kind of feeling, is always the idea of a self involved in that process? Couldn't be the case of some obsession to, for example, a pleasent feeling without thinking about it as "mine" or "me"? Couldn't we just attached to a past feeling on itself?

... i.e. "Is it possible for there to be attachment without a sense of self?"

Three parts to this answer:

1. I think we're warned that attachment arises from craving, and that a sense of self arises from attachment:

   But still, I say, there is no making an end of suffering for sentient beings roaming and transmigrating, hindered by ignorance and fettered by craving.

   Suppose a dog on a leash was tethered to a strong post or pillar. It would just keep running and circling around that post or pillar. In the same way, take an uneducated ordinary person who has not seen the noble ones, and is neither skilled nor trained in their teaching. They’ve not seen good persons, and are neither skilled nor trained in their teaching. They regard form … feeling … perception … choices … consciousness as self, self as having consciousness, consciousness in self, or self in consciousness.

   Gaddulabaddha Sutta (SN 22.99)

   This accords with the sequence of nidanas in the paṭiccasamuppāda, i.e. craving → clinging → becoming.

   So perhaps it's true, that where there's attachment there's becoming -- but it's not the sense of self that causes attachment, rather it's attachment that's a prerequisite or a condition for there becoming a sense of self.

2. The question seems to associate dukkha with attachment.

   However see Why do the Noble Truths talk about 'craving', instead of about 'attachment'?

   If you take Andrei's definition of "craving" ...

   Craving (lit. "thirst", tanha) is a technical term that means that very phenomenological moment when you (here!) daydream about something (over there!).

   ... it seems to literally involve some a sense of self (e.g. "I don't have X and I want it").

   So maybe "craving" requires some sense of self? And craving is dukkha, and without a sense of self there's isn't "craving"?

   I guess that semi-enlightened people have some (occasional) kind of sense of self, even after they no longer have a view of self -- see e.g. the answers to How are 'conceit' and 'identity-view' not the same?

   The disappearance of "conceit" is associated with becoming an arahant.

   Maybe, in a stream-winner, dukkha is transient in the same way that conceit is:

   A view is taking something to be true, whereas conceit falls in the category of a simple experience, which one may or may not hold to be valid. It is similar with greed; one may want something without believing it proper to want, and one may likewise feel conceit ("I am better", etc.) without actually believing in a self. This is seen when, after the arising of a conceited thought, one mentally discards it as being based on delusion rather than accepting it as valid.

3. You asked about "forms of dukkha" and "arising of dukkha" -- there's sabbe sankhara dukkha -- but presumably an arahant doesn't crave such a thing, doesn't attach to it, doesn't regard it as "self", etc., and so ...

No it is not necessary. Tanha(Craving) is the cause of Dukkha. Tanha leads to Upadana which is of four types:

1. sense-pleasure clinging (kamupadana)
2. wrong-view clinging (ditthupadana)
3. rites-and-rituals clinging (silabbatupadana)
4. self-doctrine clinging (attavadupadana).

What you are talking about is the fourth type of clinging. Ex: Clinging to the body as a self, clinging to the mind as a self, a mother clinging to a child as "my child" etc. Basically it means clinging to the five aggregates as a self.

In contrast, Kama upadana only requires you to like a certain experience. Ex: Liking the taste of chocolate, liking the taste of ice-cream can lead to getting addicted to them.

However, self clinging can work in tandem with other types of clinging. Ex: When you see/smell some delicious food in a shop, you start to like it. That liking will lead to wanting to buy it. That's mainly Kama Tanha leading to Kama upadana. After you make the purchase, the notion of 'mine' or "my food" can arise. Clinging to the food that way comes under the fourth type of clinging. At that point if someone steals it from you, suffering arises due to both clinging to the sense pleasures and clinging to it as 'mine'.

I think we must start with the 4 noble truths. The first one is that life is suffering. Ignorance of that truth is the basis for the chain of codependent origination. This chain includes craving as one of its links but this chain, itself, leads to birth, death, aging, death, sorrow, lamentation, despair, pain and suffering. Craving is the crucial link in the chain that we can focus on to break it.

Your question seems to center on the role that a view of self has in suffering. When we see that life is suffering, we see, at the very same time, that life is impermanent. When we clearly see that life is impermanent, we see, at the very same time, that it is not me, not mine, not myself. Why? Because, can what is impermanent possibly be "me/mine?" No, these ideas are in contradiction to each other. Seeing the 4 Noble Truths clearly and directly then, one abandons conceit, and any volitions predicated upon ownership or conceit. Is a view of the self involved in suffering? A view of the self is implicated in ignorance and ignorance initiates suffering.

Desire, if unrecognized always points to a self .When Desire arises it automatically assumes there is self .It rose in unconsciousness in the first place and unconscious mind has a very strong feeling of self because its survival based.

Humans progressed because of their ability to consciously recognize their experience and use it to their advantage.In recognizing desire comes knowledge of its impermanence as a feeling then automatically the unconscious mechanism of a self wanting something disappears.

When ever still thirsty then still Dukkha and the thirsts are three:

After sensuality/world (the most ignored by householders... Ahara-hats)

After being (common known)

After not-being (ignored by "Buddhists")

and so they suffer on and worship the root cause: not knowing, ignorance, like nearly all beings. Dukkha is the cause for liberation. Something good to take with you all the way.

Dukkha has also been translated here and there as disappointment. It is related to identification with an incorrect perception and mental fabrication we call "ourselves" - it is ego that drives attachment and obsession. Without a self, or a perception of self, the same experiences cannot give rise to attachment/etc. They won't give rise to dukkha.

"Self" cannot have permanent existence because "existence" is shared by all things. Understanding this is called by Buddha "deathlessness" - because in that we see that "self" is just a finite and discreet experience in a vast universe of phenomenon.

Astronomy and the vast size of the physical universe were discovered in India the same time as Buddhism and Jainism, and other hermit movements. Most physicists agree that self is merely an illusion.