The scattering of gluons and gravitons in trivial backgrounds is endowed with many surprising infrared features which have interesting conformal interpretations on the two-dimensional celestial sphere. However, the fate of these structures in more general asymptotically flat backgrounds is far from clear. In this paper, we consider holomorphic infrared structures in the presence of non-perturbative, self-dual background gauge and gravitational fields which are determined by freely specified radiative data. We make use of explicit formulae for tree-level gluon and graviton scattering in these self-dual radiative backgrounds, as well as chiral twistor sigma model descriptions of the classical dynamics. Remarkably, we find that the leading holomorphic part of tree-level collinear splitting functions — or celestial OPEs — and infinite-dimensional chiral soft algebras are undeformed by the background. We also compute all-order holomorphic celestial OPEs in the MHV sectors of gauge theory and gravity.