Is the setting in Preferences/Mail/Receiving Messages - "Messages from me: When I receive a message originally sent by me" set to 'ignore'. If it is you won't receive mail you send to yourself, change it to one of the other two options if you want it to work.
The only header item you can depend on in the reply is the address, so if you want to track replies with perfect reliability you would need a different address for each message you send.
Usually the reply will include the original Subject, so that's the simplest place to put a tag.
Arbitrary message headers are typically not included in a reply.