In the name of God, the Most Beneficent, the Most Merciful.
Your question: Do modern day Jews, Christians and Sabians have nothing to fear or to regret?
That depends on each person, because some they have heard of Islam but have rejected and they have to fear and those Christians, Jews and Sabians in our days Whoever did not heard of Islam correctly or never heard of Islam must at already do good and believe in one God because God Says:
”Indeed, those who have believed [in Prophet Muhammad] and those [before Him] who were Jews or Sabeans or Christians - those [among them] who believed in God and the Last Day and did righteousness - no fear will there be concerning them, nor will they grieve.”
Qur'an 5:69; Sahih International
Now in our days we have Google, Tv and radios and so on and they can hear the message of Islam but those who did not heard correctly and died in that state will not be punished, but a messenger will come to them on the Day of Resurrection to inform them the correct message of Islam and those who rejected will go to Hell and hide who accepted will go to Heaven as per Quran says and there are some who have been given a correct message in this world and some they reject it and some accept it and they’ll be punished those who reject it and die in state of rejection because God Says:
”...And We never punish until We have sent a Messenger (to give warning).” [al-Israa’ 17:15].
It is also mention by prophet Muhammad this but it is narrated in Saheeh Muslim that the Prophet , said: “By him in whose hand is the life of Muhammad, he who amongst the community of Jews or Christians hears about me but does not affirm his belief in that with which I have been sent and dies in this state (of disbelief), shall be but one of the denizens of the Hellfire.”
A person who has never heard of Islam or the Prophet SAWS (peace and blessings of God be upon him), and who has never heard the message in its correct and true form, will not be punished by God if he dies in a state of kufr (disbelief). If it were asked what his fate will be, the answer will be that God will test him on the Day of Resurrection: if he obeys, he will enter Paradise and if he disobeys he will enter Hell.
CONCLUSION: Also a disbeliever who did not heard of Islam also in our days maybe because he/she did not had access to it or simply never heard of it will not be punished but will be tested on the Great Day and only those who died in state of rejection of the Truth(Islam) will have to regret or they’ll have to fear of God wants. And those who did not understood the message of Islam in correct form will not be punished but will be tested in a Great Day.
”Lo! those who believe, and those who are Jews, and Sabaeans, and Christians - Whosoever believeth in God and the Last Day and doeth right - there shall no fear come upon them neither shall they grieve.”
I think this applies to those who lived before the appearance of Islam and the Prophet. And died without hearing it.
I hope I gave you good answer. If there’s anything wrong please tell me.