Hey,
I understand experience credit to function exactly like increases gained while set aside. If you set a character aside with Worship of Mil.com it can come back as 1/1, not as 1/1 + X/X where X is the number of counters on the card. Self is the same way, when the hero it matches leaves play Self becomes 0/0 regardless of experience credit or set-aside gains.
All of the text on Self is an identifier, none of it is a special ability. It decreases to 0/0 even if not in battle when the character it matches is discarded.
I'm pretty sure putting Self in Kingdoms would not save him.
Self can be converted to a hero (I've done it) but when he's converted he becomes a single brigade hero not a multi-color hero.
If Self is in battle when the character he copies is discarded, it would be possible for Self to survive if enhancements are played on him that allow him to survive through the end of battle at which time he can receive experience credit making him 1/1 after battle.
I've never considered what would happen if Self survives the death of the character he matches and the character comes back. But my gut says that the return of the character he matches would not affect self.
Tschow,
Tim "Sir Nobody" Maly