Sequence Diagram: Moving Self-Messages vertically not convenient
To move a Self-Message up or down in a sequence diagram, it is required to hold the shift key and select both the "line" of the message as well as the "block" on the swim lane that signals activity. Sorry for the bad description... Just try to move a self-mesage up or down a bit in the diagram and you'll get it.
Macht From Below commented
I'm using version 2.7.0 on linux