$re = '~[^,.;!?]\K</h[1-6]>~';
$str = '<p>Today, not only we have so many breeds that are trained this and that.</p>
<h4><strong>We must add a dot after the closing strong</strong></h4>
<p>Hunting with your dog is a blah blah with each other.</p>
<h2>No need to change this one!</h2>
<p>Hunting with your dog is a blah blah with each other.</p>';
$subst = ".$0";
$result = preg_replace($re, $subst, $str);
echo "The result of the substitution is ".$result;
Please keep in mind that these code samples are automatically generated and are not guaranteed to work. If you find any syntax errors, feel free to submit a bug report. For a full regex reference for PHP, please visit: http://php.net/manual/en/ref.pcre.php