Self Concept is a Psychological construct that has been adopted by educational theorists. Self-directed Learning is really a form of Life-Long Learning or Transformative Learning that is a way of conceiving learning in terms of the individual and interns of motivation and engagement. So, Self Concept is a construct that might inform Self Directed learning or account for its processes. But the two ideas are quite distinct and in two different academic traditions.
The question does not make sense from the perspective that both are basically fundamental processes and you have not specified a context in which strategies would be applied. From the perspective of Self-Determination Theory (SDT) the self concept is fundamental to human psychological functioning and there is evidence that it is in place since early infancy. SDT also posits that a functioning human being is curious and actively directs itself towards learning opportunities. Context is crucial to specify because there is a big difference between a situation in which self-direction is supported versus one in which it is thwarted.