How can there be no-self when there seems to be a self?

Dhamma means also the nature, the essential quality, the peculiarity of something.
For instance, in ŚBr., (in its BṛĀr.Up.), the nature of the Kṣatriya is “righteousness”. In other words, the “essential quality” (dhamma) of the warrior, is to be “righteous”.

Therefore Dhp 1 should read:

“All (completed) aggregations are not continual”
Sabbe saṅkhārā aniccā”ti

“All (completed) aggregations are (not seen rightly as such above, so they are) suffering/distress.”
Sabbe saṅkhārā dukkhā”ti

“All the peculiarities (of saṅkhāras) are (to be) not-self (viz. not continual => not bliss)”
Sabbe dhammā anattā”ti