Going to a bootcamp shows you are just another good student, who can sit in a classroom for 10hours straight in a day, during 12 weeks, and get good marks.
When you are self-taught, you show that beyond your new technical skills, you have the self-discipline, and drive to learn and practice new skills from scratch, without someone holding your hand. This must be a skill that any employer would value highly. Employers would want their SW engineers to be autonomous, and have the self-discipline to initiate to keep learning, because with SW, you need to constantly learn if you want your skills to remain up to date. Teaching yourself SW is hard. If you manage to do that, the proof is there that you are passionate about what you're doing, because I don't believe it is possible to teach yourself SW without being passionate about it.
There are heaps of resources online nowadays to teach yourself SW engineering.