Is there anything in the UML model that prevents an NSI being a Data Provider for itself aswell as being a Data Consumer of data from others?

GSIM v1.0 Annex C Definitions

Data Consumer: An organization that uses data or metadata as input for further processing.

Data Provider: An organization, association, group or person who delivers information for a Statistical Activity. 

Explanatory text: A Data Provider is an organization, association, group or person that possesses statistical information (that it has collected, produced, bought or otherwise acquired) and that is willing to supply those data and metadata to a statistical organization.