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I know the parties typically select electors on a state by state basis. However, who has the actual legal authority to select electors?
For example, could the candidate over-rule their party if they disagreed on electors? Another example, if an independent candidate, say Kanye, who doesn't have an official party made got met the requirements to be on the ballot, would they be required to choose their own slate of electors in every state?
This varies from state to state, but as a general rule electors are chosen by the political party in question, either at the state party convention or by an internal committee. Electors are chosen from a short list of party loyalists: party leaders, elected officials, prominent activists, etc., though federal law excludes federal officials from serving as electors. Some states allow voters to vote for their electors, who appear on the ballot along side the candidate, but in most cases citizens vote for a candidate, and then the winning party sends its pre-chosen electors to cast the vote in the Electoral College.
Presidential candidates don't have any specific say over who is and is not an elector, but obviously presidential candidates are members of the inner circle of the party, and could exercise significant influence for or against any particular nominee.
For a complete list of state rules and regulations concerning electors, please see this document from the National Association of Secretaries of State (NASS).
Note that although it does not seem to be explicitly written into law at the state or federal level, presidential candidates are pragmatically obliged to work with a party: electors must be certified by the party chair; rules for choosing electors must be set out in bylaws or other official documents, donations must be handled in certain ways to receive tax deductions and satisfy legal restrictions, etc. This means that an independent candidate would have to create a formal political party organization satisfying state and federal non-profit regulations. They would have to find and establish a board of directors who would then write bylaws, hire executive officers, set up financial structures, file tax and legal documents, etc. It is genuinely difficult to 'legally' construct a non-profit in which a single individual retains sole control, so it would be unlikely that a candidate could construct a party that would 'officially' serve his interests directly, though obviously someone sufficiently charismatic or wealthy could finagle a board of directors and chief executive officers who were sycophants.
