Tosen
This truth can be proven two ways: Empirically and phenomenologically.
Phenomenology is your conscious awareness of the -here and now-. Meaning you are aware that you are reading this right now. You are consciousness, without awareness you don't exist, as there is nothing to be aware at. So it is of a subjective kind, as it is your experience of the -here and now-. So, why is there no free will? By a very close examination of your current awareness, one can self-affirm that one does not think thoughts, instead one perceives thoughts. Thoughts come from nothingness (by this I mean they come from nowhere,literally) this means that you do not conjure thoughts at all.
I think you make a good case Tosen, as does Harris. It's hard to make a case for anything worth calling free will, when we examine the way our own conscious experience works, and when we look at how physical brains work, which our conscious experience seems to correlate to. (The correlation can in theory explain our thoughts being sparked by existing patterns of neural connectivity). There doesn't seem to be any room for free will, or any need for it. Brains seemingly do the physical behaviour job based on physical causation, no thinking/choosing/willing required.
And as you point out later, their doesn't seem to be a command and control centre in the brain which correlates with a singular 'Self', weighing options and making decisions. I'd suggest that a 'sense of self' emerges as a way of making consciousness coherent, and is largely associated with our inner thinky voice, which gives a running commentary of what's going on, helping to create a coherent model of the world from the chaotic cacophany of sights, sounds, sensations, emotions, memories, etc.
(Tho the thinking thought experiment isn't conclusive imo, just because some thoughts aren't bidden, doesn't mean we can't 'author' our thoughts - I certainly feel like I'm doing that now in constructing this post)
But we have to bear in mind that phenomenological conscious experience is a mystery we haven't explained. That mystery might point to us lacking a deeper knowledge of how the universe works, and if we had that knowledge perhaps the notion of free will would turn out to be relevant.
There's also the point that brains, the physical correlates of conscious experience, are to put it crudely, our decision-making organs. Is it coincidence that our decision-making organs, where choices are 'decided' are conscious? Why would consciousness evolve in the decision-making organ, if it had no useful role? Why would we evolve a conscious reward system which tallies with 'good choices' if it was redundant to the physical causes processes? Such as feeling pain, hunger, love, etc, which gives us this parallel psychological account for why we choose certain actions, if it was just epiphenomenal baggage along for the ride, like a passenger in a train with a toy steering wheel watching the scenery go by?
Without an understanding of consciousness, we can guess at the answers, form opinions based on our current knowledge and understanding of how the universe and we ourselves work, but who knows...
(...though you may want to reconsider your words, as it might be morally abhorrent to you to ever agree with me! 
).
