Is there a simple, self-hosted blog that supports images, Latex, code highlighting, etc., that is easy to setup and configure? I don't want to rely on someones service for my content.
you can use static site generators like hugo, zola etc. that supports all these things and generates html,css,js that you can host on any self hosting platform or hosted platforms without getting locked in to their services.
You can also just publish html very easily with a cheap VPS.
I've used Jekyll in the past, and while it supports Markdown quite well, I'm not sure about its native support for LaTeX. You might need to integrate MathJax or another JavaScript library to render LaTeX properly.