This paper presents the design of NEFFY 2.0, a social robot designed as a haptic slow-paced breathing companion for stress reduction, and reports findings from a mixed-methods user study with 14 refugees from Ukraine. Developed through a user-centered design process, NEFFY 2.0 builds on NEFFY 1.0 and integrates embodiment and multi-sensory interaction to provide low-threshold, accessible guidance of slow-paced breathing for stress relief, which may be particularly valuable for individuals experiencing prolonged periods of anxiety. To evaluate effectiveness, an experimental comparison of a robot-assisted breathing intervention versus an audio-only condition was conducted. Measures included subjective ratings and physiological indicators, such as heart rate (HR), heart rate variability (HRV) using RMSSD parameter, respiratory rate (RR), and galvanic skin response (GSR), alongside qualitative data from interviews exploring user experience and perceived support. Qualitative findings showed that NEFFY 2.0 was perceived as intuitive, calming and supportive. Survey results showed a substantially larger effect in significant reduction of perceived stress in the NEFFY 2.0 condition compared to audio-only. Physiological data reveled mixed results combined with large inter-personal variability. Three patterns of breathing practice with NEFFY 2.0 were identified using k-means clustering. Despite the small sample size, this study makes a novel contribution by providing empirical evidence of stress reduction in a vulnerable population through a direct comparison of robot-assisted and non-robot conditions. The findings position NEFFY 2.0 as a promising low-threshold tool that supports stress relief and contributes to the vision of HRI empowering society.