The grieving family of Lilie James, whose body was found in the gym at an exclusive Sydney school, have spoken of their heartbreak at her brutal death.

“We are devastated and heartbroken by the loss of our beautiful Lilie James,” they said in a brief statement released by NSW Police on Friday.

“She was vibrant, outgoing, and very much loved by her family and friends. We are tremendously grateful for the support of our community at this difficult time.”

The family asked for privacy as the police investigation into the death of 21-year-old James.

Their statement came as police recovered a body from the water at Vaucluse, in Sydney’s eastern suburbs. They confirmed its discovery on Friday morning, as their search for a work colleague of James at St Andrew’s Cathedral School resumed.

Investigators have been hunting for Paul Thijssen, a 24-year-old sports coach at the elite private school, since James was found with serious head injuries after concerns were raised for her welfare late on Wednesday.

The pair had reportedly been in a relationship for a few weeks in the lead-up to James’ death.

The ABC is reporting that Thijssen made the triple-0 call that brought authorities to the school.

On Friday, surf lifesavers on jet skis trawled the shoreline below Diamond Bay Reserve, while police rescue personnel abseiled down the sheer cliffs to reach the rocks below.

The body, which was recovered about midday, has not been confirmed as belonging to Thijssen. However, police had previously said they were looking at the possibility he had taken his own life.

Items linked to the killing of James were found at the same reserve on Thursday. Police helicopters and boats spent that day patrolling the shoreline in choppy and blustery conditions.

Officers have also spoken to witnesses and combed CCTV from the exclusive private school to piece together the events that led up to the killing.

Superintendent Martin Fileman previously said officers found a “confronting” scene when they arrived at the school, because of the severity of James’ injuries.

Lilie James’ family released this photo of her, as they mourned her death. Photo: NSW Police

Premier Chris Minns on Thursday described James’ killing as a “horrible crime”.

“It’s one of the worst that I’ve seen in my public life and I can only imagine what the family is going through right now,” he said.

St Andrew’s Cathedral School has been closed to students until next week and counsellors are to pupils and parents. Principal Dr Julie McGonigle emailed parents and carers on Friday morning to say that all staff had been called in.

“I will update you this afternoon with further information and arrangements for Monday,” she wrote, according to the Seven Network.

“We are deeply concerned for the families directly involved in this incident and I am personally committed to aligning our communications with what is respectful to them and in lockstep with the NSW Police.

“Thank you sincerely for the love and support you are generously giving at this time. As I will share with staff today, the horrors of evil do not and will not define our community – that is my oath.”

Thijssen graduated from St Andrew’s in 2017 and worked there as an assistant sports coach, according to his LinkedIn profile.

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-with AAP