I simply don't know and I'm not willing to make a guess.
As I can attest, when I'm over-stressed I get a headache - that's in my brain. When my heart breaks, there's a hollow feeling in my chest. That's due to chemicals and bloodflow. One time when I was at a doctor's appointment, and I bent my back the wrong way, I blacked out, and when I came to, the world was spinning, I had no recollection of how I got there, where I was, major details of who I was, and it took me ten minutes to remember the calendar, the date, and that I had come to the doctor's.
I think that identity comes from the brain, because problems with the brain can cause amnesia, derealization. Emotions come from chemicals, because they've been manipulated before. Compassion likely comes from our status as mammals. So if there is a soul, you'd be hard-pressed to describe what it does and what it is. I can only think of it as the missing puzzle piece that makes us different from living meat.
But then again, many people would say that's all we are anyway.