What should I do to slaughter the Hadi (sacrificial animal) myself, after I was unable to do so during the days of Nahr?

If your intention to offer a sacrifice to the House was merely a desire you did not utter in a way that indicates commitment, then nothing is binding upon you. However, if you uttered a phrase that indicates commitment to a vowed sacrifice, such as saying: "It is a duty upon me for the sake of Allah to offer a sacrifice," then you must slaughter it in Mecca and distribute it among the poor of the Haram, because a sacrifice necessitates its delivery to the needy of the Haram.