Ooooooh
I heard a similar thing about Buddha recently. There's a passage where Buddha says there is no permanence and self, and another where he implies the buddha mind is pemanence and the true self, and still another passage where he clears up the misunderstanding (he was talking to different people from different schools of thought and attempting to explain his thing using their own mythologies.
There's also that unchanging nature, being confused with the nature of nature being always changing. Really there's no confusion.
In my buddhist context, the self can refer to the person your name belongs to (in which case is an illusion) or the true consciousness behind everything (which isn't), depending on who Buddha was talking to and about what...
In taoism, too (which isn't just one single philosophy) there are many ideas about the self. The self in this passage is the centre of the mind which observes the thoughts and events rising and falling like waves around your feet at the edge of the seashore, which leads to the understanding that allows you to still the mind and be constant through the tumult of reality. Of course, reality is constantly changing, so remains constant in that regard.
There is no self, there is a self. Both with slightly different meanings of the word "self".