Police shut St Andrew's Cathedral School after Lilie James' body found

Detectives are treating the death of 21-year-old Lilie James, who worked as a water polo coach at the school, as a homicide.

Emergency services were called to St Andrew's Cathedral School on Kent Street in Sydney's CBD just before midnight on October 25 due to "concern for welfare".

The cause of the aspiring swimming star's death is unknown while an autopsy is conducted but police said the scene was "quite confronting".

Thijssen, 24, is an ex-student who worked as a cricket and hockey coach and after-hours co-ordinator at the school.

The pair had been in a short-term relationship.

A second crime scene was established in the exclusive Sydney suburb Vaucluse after Thijssen's belongings were allegedly found in Diamond Bay Reserve.

An item linked to the homicide was found at the seaside park, police said.

"Police Air Wing and Marine Area Command are currently patrolling the coastline just off South Head," NSW Police Superintendent Martin Fileman said.

They're working with police conducting a line search, he said.

"We don't want to make any assumptions of the fact that that person may have taken his own life, but that's just another line of inquiry we're looking at at the moment," he said.

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The school has closed to all students except those sitting HSC exams.

"An area of the school, not accessible to students, is a crime zone," a school spokesperson said.

"The only students onsite are those sitting exams, and we ask that the media does not seek to interrupt their concentration or state of mind as they sit exams that are significant for their graduation."

The spokesperson said students were not involved in the death and said there was no ongoing threat.

Counsellors and support staff will be available to students and parents as required.

Anyone with information about this incident is urged to contact Crime Stoppers: 1800 333 000 or https://nsw.crimestoppers.com.au. Information is treated in strict confidence.