But from where do those individual wills come or emerge?
Here's where teleology comes in.
Though we know we have free will, it is not absolutely free. We may choose to fly but not so within our own personal powers. We need to ride a plane for that, no?
And a relatively free will can only come from something that is absolutely free will. The conclusion is, of course, the same with first cause, first motion and absolute perfection.
How can will exist without an object within which to exist?
You are talking about the mind being merely a consequence of the body rather than the other way around.
My wife went into a 15-day coma due to viral encephalitis a year before we got married. The doctor's prognosis (an american trained neurologist) was very bad -- 'massive brain damage' bad. She woke up suddenly as if from a deep sleep. Except for partial memory loss and atrophied muscles, she was fine.
The first thing she asked for (she couldn't talk so it was like a game of charades) was a mirror. She said later on that she wanted to retouch here make-up.