The Flying Wing Zero can't self-destruct, but it does have a shield, its wings, that can momentarily protect it from live fire during special fights or when firing reinforcements.
But don't use it, the probability of blocking is too low, it is better to rush to the enemy in front of a three-stage power, there is a bully.
About self-explosion, flying wing zero (unchanged) can self-explode, that is, after you lose, it will self-explode at the end of the statistics score screen.