The story I published today speaks to a similar topic: Selfhood is more of a verb (the way we are being) than a noun. Since it's not a thing at all, it's not a thing to be found outside ourselves, as you wrote here.

Your reference to "choosing" and "building" purpose and meaning reminds me of discourses about atheist or humanist ethics. Right and wrong are meaningful concepts, but they aren't things to be found; they "exist" (sort of) but not in the static way that an object exists. That's because (in my view) God doesn't decide what's right and wrong, so "right and wrong" isn't something that's plopped in the world and given to us. Some of what we think of as ethics may be based on how we're biologically hard-wired to think and behave, and to that extent we may stumble across "right and wrong" accidentally, but the deeper meanings and nuances are a product of cultural effort. People decide, individually and collectively.