Simulations of the generation and evolution of ionospheric density irregularities due to thermal self-focusing are presented. A nonlinear, self-consistent development of the self-focusing instabilities (SFI) is studied with a two-dimensional model of HF radio wave propagation in inhomogeneous magnetized plasmas. The full-wave model is coupled with the electron temperature and plasma density equations. In these studies, the pump beam is incident vertically or tilted to the magnetic zenith direction. Our results demonstrate that irregularities generated and developed due to a local heating of the anisotropic ionosphere plasma are density depletions/striations with a strong enhancement of electron temperature inside depletions elongated along the magnetic field lines. For the ordinary mode (O mode) heating the reflection point is shifted upward with decreasing electron concentration. During the nonlinear evolution of the SFI instability the bunching of striations is observed. A number of the bunch-scale irregularities increase when the beam is tilted to the magnetic zenith direction. The presented results are consistent with the experiments carried out at the midlatitude SURA HF heating facility.