S Club revealed in an interview with The Sun that concerns grew when Paul stopped answering the phone and replying to messages as the reunited group planned their comeback.
The hit group was told the news in a late-night phone call.
It left Rachel Stevens, Jo O’Meara, Bradley McIntosh, Jon Lee, Tina Barrett and Hannah Spearitt reeling.
Jo, 44, said: “Our management called. Me and Jon were the first to hear. It was about half past nine on Thursday night.
“I think I just went completely silent at first. It was awful.”
Jon, 41, revealed: “It was like someone had punched me in the stomach.”
Tina, 46, said: “I was at home with my son, we were just watching TV and I picked up the call.
“At first I was just like, ‘This isn’t real . . . it can’t be real. You’ve made a mistake’.
“I still can’t believe it’s real.”
Jo added: “It was horrendous. It was just a complete shock.”
Paul was found dead at his home in Dorset on April 6.
The news was announced the following day, Good Friday — with a coroner later stating it was due to “natural causes.”
In an exclusive first interview since the tragedy, the group told The Sun how they had made panicked phone calls to Paul in the hours before he was discovered.
They became worried when he stopped answering the phone and replying to messages.
Jon recalled: “We’d done a Zoom call with him, all of us, on the Monday. Then our management had messaged him a few times and it hadn’t shown that it’d been read on WhatsApp.
“So it was like, ‘Is he all right?’ But then it was like, ‘Yeah it’s Paul. You know, sometimes he doesn’t answer his phone’.
“Then the next day I phoned him and messaged him.
“Everyone was trying to get hold of him . . . and no one could.”
Seven weeks before Paul died, the group announced in The Sun that they were reuniting.
And three days before his passing they had all spoken of their plans for the future as a group.
S Club had already almost sold out a 15-date arena tour and were planning to record new music.
As S Club 7 they were one of the biggest groups of the late Nineties and early Noughties — with four UK No1 singles including Never Had A Dream Come True and Don’t Stop Movin’.
Today they return with their first single in 20 years called These Are The Days, and a tear-jerking music video in which they pay tribute to Paul by looking back at moments from their lives together.
Speaking about bonding over their grief, Rachel, 45 said: “It’s brought us even closer.”
Jo continued: “He was so excited about this reunion and so I think we’re all trying to make this as special as we possibly can.
“We all reflect on him with a smile on our face.
“The smiles have replaced the tears, in a really positive way.
“We just remember him for the goofy Paul that he always was.
“We’re always referencing him and he’s always part of everything that we’re doing, especially with the single, the video and the tour.
“He will always be around in some way, shape or form.”
Bradley, 41, explained: “His presence is so strong. It doesn’t feel like he’s gone. It feels like he’s still here. We miss him dearly, though.”
The group said they feel lucky that they were able to reconcile before his death, having not been in the same room for eight years until they reunited in February.
Rachel said: “To have that time together was really special. We all reconnected again as who we are now. Paul felt part of it. We all felt part of it.”
Jon said: “Moving forward, you realise life is too short. You never know what’s going to happen.
“So when you’re given an opportunity like this, you grab it and run with it. We’re going to push it as far as we can go because it’s a gift.”
But they are continuing without Hannah, 42, who pulled out of the reunion following Paul’s death.
She had dated him from 2001 to 2006 and they briefly rekindled their romance in 2015.
Speaking in April, Hannah said: “I don’t quite believe that it’s real. I still can’t believe I will never see him again.
“It’s all the more tragic because he was looking forward to the tour the most out of all of us. He just wanted to have fun and enjoy it.”
Asked about Hannah’s departure, Jon said: “I guess that’s a conversation for Hannah to have.
“She’s not going to be joining us on this tour but we’ve got loads of stuff that’s happening next year so the door is always open.
“She might join us on the project next year at some point.”
Tina added: “It’s nothing bad. It’s just that everyone needs their own space.”
They are continuing with the reunion in Paul’s memory and have renamed their forthcoming series of shows The Good Times Tour — a reference to a 2001 song on which Paul had lead vocals.
S Club has had the blessing of his family to continue.
Jon explained: “We were talking to his family quite a lot and we’ve been working very closely with them to make sure everything’s had their OK.
“We want to be very respectful towards his family. But they’re very private.”
The group also believe his spirit visited them on set while they shot the video to their new single.
Tina recalled: “We were all sat down and a butterfly came from nowhere. It was a really bright, beautiful butterfly which flew down and went off.
“I don’t know why, but I just thought, ‘That’s Paul’. It came from nowhere.”
Rachel added: “There’s little signs of Paul everywhere. On the video shoot, there was a vinyl coaster and it said ‘Good Times’ on it. That was his song.”
On their new single, Rachel said: “I think it’s got such a balance of everything that’s happened but also still positive and uplifting.
Jo continued: “It’s a celebration of everything we’ve achieved as a band and looking back on the past, as we move forward.”
They will kick off the tour in Manchester on October 12 and conceded that it will be emotional and there will be tears as they remember Paul.
But they promised their tour as a five-piece will still be a fun show for their fans.
Jo said: “We don’t want people to come to the tour and be sad. It’s more of how amazing he was and let’s celebrate.”
“These Are The Days” is out at 6AM on 26 July 2023, and Tickets for the S Club ‘Good Times’ tour are available now at SClub7.Co.Uk