Our “Self” is equal to the physical brain’s experience of its own physical being. When a being experiences its own being (not “any” being but its own), it experiences Being with a capital B. (Because what makes “being” exist is “Being”, and so “being” facing its own identical self faces not only its own “being” which is the content of its existence but also its “Being”, its very own existent-ness. But this is unrelated to the topic of free will.)

In that sense, our “Self” is equal to the brain, as it is equal to the brain’s own experience of the brain. The “Self” is what the brain experiences itself as, it is the brain as seen from its own first person point of view, just not the physical brain observed from the third person view by, say, a scientist.

The free will of our “Self” is the free will of our own brain. The way it triggers its own biochemical mechanisms “is” its own free will. The observed biochemical mechanisms (“if this, do that”) of the brain do not “determine” our own will, they “are” and “are expressed in first person as” our own will. (Two expressions of the same being, the objective and subjective being are. Our (the self’s) own will is equal to what the brain experiences its own biochemical mechanisms as. Both are caused by the brain, as the self is what the brain is to itself. They are both the same thing, just expressed in subjective and objective perspectives. The objective does not “cause” the subjective or vice versa, but it is rather that the objective is the subjective.)

So any threat against free will can only come from the external world, and not the brain itself.

However, the brain is as much of an individual thing as it is one with the external world. In the sense that the brain is an individual separate thing, its freedom of being is influenced by the external world. But in the end, the brain is just an individual location within the world, thus it does not have a true “external” world. To our subjective self, we seem to exist as the brain and not as the external world (though in a technical sense, our being also extends beyond the brain even though it is equal to the brain’s being, because the brain’s being is also connected to the rest of all being). But in a physical sense, the brain is inseparable from its external world, merely being a specific location within the world with a specific arrangement of atoms. 

While a location can have an internal and an external in respect to that location, a location is merely what we ourselves define it to be. It is an arbitrary definition.