What is a good exercise?
After one masters a pattern, how to connect with other patterns?
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It sort of depends on which patterns you know; here's the ones I know. With these in mind, I suggest practicing by playing one pattern up and then playing another one on the way down, perhaps shifting if necessary, and perhaps starting a pattern somewhere other than the root (again, if necessary).
For example, you might string patterns 6 and 2 (as I numbered them in the linked answer) like so (pattern 6 on the way up, pattern 2 on the way down):
Then you might shift to using your second finger on the root, thus using pattern 1 on the way up, and at the end you might extend the scale by two notes and shift to playing pattern 5 on the way down. There are lots of options, and it will depend on which pattern you start with, but play around a bit with an eye towards discovering which patterns fit well together.