Question:
Dissolving the ego is quite a scary business.  When it comes to complete surrender, it is actually quite difficult to do because everyone wants to be an individual.  Is individuality lost?  Is there any awareness of an individual self after awakening and what about after physical death?

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Answer:
When you say “individual self”, I assume you mean who you are in your essence, your true identity.  What is the essence of who I am?  Is it the flesh and bones of my body?  Is it my memories, my thoughts, my emotions, social roles?  It is none of the above.  Who I feel to be in my essence - what some people call “my individuality” or “my identity”, is felt to be something very precious, but what exactly is it?  It is the underlying sense of I Am, which is consciousness itself.  It is the only thing I cannot lose because it is who I am.  So we could put it like this: you will lose everything except yourself. 
You say: “everyone wants to be an individual”.  I would just say: everyone wants to be.  Awareness of Being is self-realization.  Awareness of Being is true happiness.