When ego is no longer there self can not exist
This is dependent on how one is defining "self." Per advaita, there are two "selves"...the jiva which is the ego-self...and the Atman which is the true Self.
When one realizes the Atman, one realizes one's true immortal nature and that the jiva is impermanent, but does not deny that impermanent self's existence, but realizes that self (the jiva) is illusory.