I have little doubt that Russell saw himself as having a pre-eminent role in "the Divine Plan of the ages" - but he would have also discovered how relatively easy it is for publicly expressed confidence in oneself to win converts. Humans have long been suckers for fellow humans who have the gift of the gab. We easily mistake someone's personal confidence for religious "certainty".
There is a centuries-old Latin saying whose translation into English says, "The world loves to be deceived". It is ironic that the Witnesses would agree with this, but posit themselves as being above the tendency to be suckers for deception; yet, they, like the "world" at large, have fallen head over in love with their own peculiar set of delusions.
So, back to Russell, he lived and breathed his role. But that is not to say that in his quieter moments - perhaps when his adoring followers were not around or when he did not have access to a mirror to preen himself - he did not have doubts.
He died old and alone on a train journey during a speaking tour throughout the USA in 1916; he had seen 1914 come and go without the end he so confidently expected. Who knows what unsettling thoughts he had before death about how he had spent his life?