I think "self-confidence" and "self-esteem" are universal concepts. For example "self-confidence" is 自信 and they basically have the same meaning, the same goes to "self-esteem", which is 自尊.
But "self-respect" is a tricky concept. I remembered the first time I saw self-respect I felt confused, respect myself ? What did that mean exactly? And the more I research self-respect, the more I feel it is probably a word and a concept that Chinese language doesn't really have a counterpart, even though many online dictionaries say "self-respect" is 自重. In my opinion I don't think it is.
For example the top 3 google search result about "self-respect" are 1. Why it’s important to have self-respect in life and at work 2. 12 Ways To Show Yourself Respect 3. "10 Ways To Build Self Respect"
They all talk about "know yourself (strengths/weakness)", "learn to say no", "learn your boundaries", etc. I am not saying these are THE definitions of self-respect but on the other hand the fact that the top 3 google search results basically talk about the similar concepts did say something about the meaning and concept of self-respect.
I definitely agree "context is the key for interpretation" so if I google "self-respect at work" as workplace is where self-respect is mentioned a lot, the top result is "The Importance of Self-Respect at Work". The article also talks about "Set and Enforce Boundaries", "Push Back Politely", "Respect Yourself by Putting Your Weaknesses in Context", "Trust Yourself"
The similar concepts again and those concepts are not 自重! Of course Chinese language have all those concepts. But I am saying there does NOT seem to be a single word like "self-respect" to combine those ideas together.
--- update ----
I check an Chinese-English dictionary https://www.zdic.net/hans/%E8%87%AA%E9%87%8D and there are 2 definitions for 自重， the first is "conduct oneself with dignity; be self-dignified" and the second is "be self-respect". I think those are good definitions for 自重. But the knowing-yourself part of self-respect is not included. I also feel that part is 自知
I add this update because through the responses and the further research I did I feel I have figured it all out so I updated my question as part of my own answer to this question.