The growing HCI interest in wellbeing has led to the emerging area of haptics for affect regulation. In such technologies, distinct haptic patterns are usually designed by researchers; however, current work provides a limited reflection on the rationale for the implemented patterns or the choice of haptic modality. We also know little about how people may benefit from engagement in designing such patterns and what design principles underpin them. We explored vibrotactile and thermal modalities to address these gaps and report on a study with 23 participants. These created haptic patterns for affect regulation during stress elicitation. Findings indicate that subjective and objective measures of anxiety and stress were lower in participants who received haptic patterns than those who did not, and highlighted key experiential qualities of vibrotactile and thermal patterns, and their potential for affect regulation. These open up new design opportunities for affect regulation technologies, including supporting implicit affect regulation through entrainment of slow bodily rhythms, decoupling it from predominant vibrotactile modality, designing thermal biofeedback patterns, and supporting personalized and adaptive patterns.