According to Merriam-Webster’s Dictionary, these words are synonymous, but do they mean the same thing? For me, they have different connotations.
When I think of independence, I think of being able to take care of myself, especially physically and financially. Freedom connotes the ability to do what I want, fearlessly. Liberty reminds me of chains unbound. Autonomy and independence have similar connotations, though the former makes me think of business, as in having the skills and creativity to go it alone if you have to.
Self-government takes the conversation to a public, political forum, although I can see that individuals who can govern themselves are probably motivated by internal goals and objectives rather than those pressed upon them by others. They are probably successful because they define success for themselves, like individuals who are autonomous and free.
Sovereignty? The term feels archaic, reminding me of royalty, the kind that often leads to power over others on a massive scale.
Now, I am not saying that these are proper definitions. I am speaking of what the words suggest.
On this Fourth of July, independence, freedom, liberty, and autonomy resonate for me and I feel grateful and lucky. There are many places where women have none of these, except in their imaginations and dreams. That is why writing, music, dance, painting, gardening, and other creative endeavors are so essential. They make it possible to express ideas, overtly or covertly. During moments of creation, the artist can be free.