“Can anyone, anyone, please quote the exact words (and source) of the Lubavitcher Rebbe saying he himself is Moshiach?”
Of course, he was smart enough not to say it explicitly. Yet, he managed to have (almost?) all of his chassidim convinced that he was, and perhaps made some disclaimers in private.
Haga atzm’cha; he knew they thought he’s moshiach (otherwise why the disclaimers) yet the same way we don’t find any explicit claims that he was moshiach (although Bosi L’gani is pretty close) we don’t either find any explicit public disclaimers.