As annoying as it may be if someone self-moderates a thread you don't have to post in it and if you don't like their actions you are free to create your own thread in response. You can be banned from repeatedly posting in a self-modded thread when you have been asked not to so be careful with that.
Are you sure about this? I don't think anyone actually has the authority to tell you not to post in their thread (with the exception of 'local rules' which must be made when the OP was made), however local rules would likely not be implemented in self moderated threads because they are well self moderated
The OP of a thread can say that a member is not allowed to post in their thread, whether it is self moderated or not. If you ask someone to stop posting in your thread, and they continue, yes they will be banned. Caviats on that, are you have to make sure the other person has knowledge that they aren't allowed to post in your thread. If you slip it into the OP without notifying them, they wont be banned if they haven't seen it, so make sure you are clear when banning people from your threads.