Well its true that consciousness implies you are alone, but its not lonely - because loneliness implies there is some other to be with, and that realization goes so deep that there is just no other to be alone from.
I don't really feel any particular way about the self being unconscious, it just happens. For a very short period of time I was going through a phase where I wanted to wake people up, but thats actually a degree of unconsciousness as that is also the self, people wake up when they are ready. And that leads into your question about experiencing the self, which is always. The difference is when you are having whatever experience, you know at the same time the nature of what is experienced is awareness itself - its just another aspect of the self. You don't buy into the form of the expression as self, you recognize it as just an expression.
As for your interest in working with a psychoanalyst while doing entheogens, I would point out that just because they work with it doesn't necessarily mean they have that much depth or awareness. Some psychologists do have that, but its more them than any training they have. Its sort of like they naturally develop it through their work, whereas others who are into this stuff may in fact be very limited in their view. So for that matter someone who doesn't work with it may even have better understanding.
Actually, you may be able to do it all yourself. (which is always the case in the other sense of the word 'self') It helps to work with someone, but it is not even necessary to be well studied on the subject. After all its about direct experience, not even about *what* you experience, but about what is having the experience, that awareness. You may not be able to speak about it in terms of a particular system of thought, but the realization can still be there. The thing is, before you realize this is beyond psychology you may want to have psychological work done, but in this context of awakening its about getting to that point. Frankly its not about making thought work in a certain way, it goes beyond that. If a certain thought woke people up someone could have started telling everyone that a long time ago and everyone would be awake by now, but it really is about self discovery.