Not sure if this help, but the language I use in my mind depends of what language is my surroundings at the time. For example, if I hear someone speaking in my native language, my thoughts will speak in my native language. Or, like right now, I'm reading something in english, my thoughts will speak in english. Not sure if other bilinguals experience this, but that's my personal experience. On the other hand, when my thoughts wasn't triggered by anything (e.g., I was alone and just randomly daydream), my thoughts can be whatever language I'm comfortable at the time. Sometimes, mid thoughts, I can alternate between the two languages. Mostly, because I'm comfortable with both language. So, in my opinion, the character's thoughts can interchange between language (if they are fluent in english! Otherwise, it is easier to think in native language). If you use the native language, though, I think it is better to have a direct translation. If it is a comic, putting it in the speech bubble is good enough. But, since you said it's a novel, I'd suggest something like this:
"[foreign language]," he told himself to keep it together.
Alternatively, you can also try
[foreign language], he thought to himself. Keep it together.
You can experiment other ways that fit and flow easier, though!