You can do it by clicking the + Additional Options... on the lower left of the screen where you can type or compose your message in a tread. There is an option to set the thread to "self-moderated" topic.
I'm sure OP is aware of that, however, you can't change your thread from non self-moderated to self-moderated once you've posted it.
And that's where OP is setting their question, whether or not it would be possible to (get it) change(ed) after the thread being posted/active for some sites already.
@OP: I think locking the thread and starting a new (self-moderated) one is the best option here.
As local thread rules can't be enforced retroavtive, self-moderation shouldn't be either.