Larry, by that argument, you don’t believe in breathing. When your lungs work properly there also is no “substance” there. And if you think air is such substance, then I’d remind you that the brain does produce chemicals while it’s minding. All the time.
I explained what I mean by “self”: it is a set of dynamic processes generated by the brain, which include memories, personality, and so forth. Do you not think those exist?
As for testability, there are countless articles in neuroscience journals attesting how specific damage to the brain affects observable components of the self, including, again, memories, personality, and so forth. What else is needed?
I find Nagel’s argument entirely uncompelling. Right, we can never know what it is like to be a bat. Because we are not bats. So what?
Also, plenty of Buddhist scholars have confirmed that the Buddha did not, in fact, deny the existence of the self. He only denied the existence of a permanent essence, i.e., a soul.