Myself is correct and a reflexive pronoun in English. My self is used in another context.
I need to bake the cake Myself.
Myself is the reflexive pronoun for the pronoun “I”. We use a pronoun in place of a noun when we don’t want to state the noun. A reflexive pronoun is when the pronoun is both the subject and the object of the sentence. This happens for example when the person is both the doer and receiver of an action.
I had to cut the grass myself. We had no gardener.
Myselves is incorrect in English. The pronoun “I” is always singular in English. When we use “I” it is never plural because “I” is one person.
“my self” is not used as a reflexive pronoun but can be used in another context. “Self” is a noun that means a person’s essential being. In this case, you can use “my self”
My self has many layers.