As you've discovered // is only a shortcut for 'today' and can't be modified. You need to use a calculation within a script.
Create a script as:
Enter Find Mode [ uncheck pause ]
Set Field [ yourDateField ; Get ( CurrentDate ) - 1 & ".." & Get ( CurrentDate ) ]
Set Error Capture [ On ]
If [ not Get ( FoundCount ) ]
Show Custom Dialog [ "No records found for today or yesterday" ]
Worked like a charm Thanks!!!