For self-authentication, you'd basically require the original
data sender to have enough context left to authenticate the peer,
based on their IP address information (For example if CGA
addresses were locators, and the public key was known).
Timestamp information gathered previously for the CGA address
may be able to be used to ensure freshness.
Some of these mechanisms were used in SEND, but become suspect
for devices which have lost context state on the other side of the
Internet. It's possible to say though, that if the error message
contains a valid signature and timestamp, it's immediately verified.