The venom has no effect on the scorpion itself, nor on any member of the same species unless the venom is injected directly into the scorpion's nerve ganglion.
The misconception may derive from the fact that scorpions are poikilotherms (cold-blooded): When exposed to intense heat their metabolic processes malfunction.
This causes the scorpion to spasm wildly and this spasming may appear as if the scorpion is stinging itself.
It is also untrue that alcohol will cause scorpions to sting themselves to death.
