I used to have a few stuffed animals. One in particular was a purple bear. I agree it gave me a sense of security, of having something to hold, something soft & from the moment I saw it in the store, I was drawn to. It was the only purple bear, & its price tag was missing, but eventually the staff member found a price, so I would not be leaving it there, but taking it home with me. I named it straight away, too. I guess I formed the sort of bond like I had with some stuffed animals when I was little. & when cuddled it I did feel my anxiety easing. I took it on a trip with me, too. That was also a time of anxiety, so it was great to have it.
I also found if I carried a small stuffed animal, small enough for a bag, or pocket even, was good when I felt I needed something to focus on while anxiety was high.
Having my cat was great, but she didn't like being held much. When she lay at my side, or feet, & purring, I found that so very soothing. Patting her, while lying together was even more soothing, I imagined for her as well as me, as she would drift off into sleep while I was patting her.
Now, a cushion, or holding onto a fist-full of sheet or blanket is enough.
I have had these little soft cushions from the hospital, & even when I am not using them for my physical comfort, I find them psychologically comforting. I often tuck one under my chin when I am going to sleep.