If an activated lifeline sends a message to itself followed by a new page part of the arrowhead is shown on the new page. Here's a simple example:
@startuml
participant A
activate A
A -> A: message
deactivate A
newpage
==page 2==
A -> A: message 2
@enduml
I'm using version 1.2020. I can't see how to include an image.