The bottom line is, no self means just that. There is no “you”, no separate person anywhere, and there never has been. If that is not verified in “your” direct experience, if it is not obvious right now, then I suggest you continue to investigate it until it is obvious and clearly seen at any moment.
The problem of having only a philosophical or intellectual understanding is this: That level of seeing or belief leaves the door open to the formation of an alternate, often subtler, sense of self. And this can derail progress, for months, years, or a life time. The post no-self “phase” is a continuation of the dissolving and deconstructing process that brought about this seeing that there is no “you” in the first place. And the formation of, or belief in, “someone” who sees there is no self is about construction, not deconstruction.
So what is going on here if there is no self and are no selves? Existence is much stranger than conventional beliefs suggest. And seeing what existence actually is, is the exploration and discovery process that awaits.