I've tried everything. Saving myself as a contact, and changed the picture. Didn't work. Synced all my google accounts. Didn't work. I'm not even automatically saved in my contacts. I had to save my number, just to get to my voicemail.
OWN CONTACT AVATAR
To have your own contact avatar appearing, this varies a bit, due to the device being used or the app being used.
What is recommend and should work on any case is that you need to identify yourself to your phone:
A solution to allow you to apply your up-to-date phone number at the mentioned menu, or a solution to have your contact being retrieved from Google with an avatar, has already been mentioned here concerning the Avatar for the SMS conversation, but equally applies to your situation:
Usually the contact photo is the user's avatar, if the contact has a Google Account.
To apply a photo or change the existing one, you have to:
By now your contact should have the new photo applied to it.
Official Android Support Page for Contacts Management: