Spin-orbit coupling is key to all-electrical control of quantum-dot spin qubits, and is frequently stronger for holes than for electrons. Here we investigate Pauli spin blockade for two heavy holes in a gated double quantum dot in an in-plane magnetic field. The interplay of the complex Zeeman and spin-orbit couplings causes a blockade leakage current anisotropic in the field direction. The period of the anisotropic leakage is critically dependent on the relative magnitude of Zeeman interaction terms linear and cubic in the magnetic field. The current and singlet-triplet exchange splitting can be effectively adjusted by an appropriate choice of field direction, providing a simple control variable for quantum information processing and a way of tailoring magnetic interactions in hole spin qubits.