I had read that there were some shelters built under some of the
central tube stations, but that the planned one at St. Pauls was never
actually built.

According to "Rails Through the Clay", in 1940 deep shelter tunnels
-- either beside or below the existing tubes -- were considered at
13 stations, 11 on the Northern Line and 2 on the Central:

- plans rejected (3): Leicester Square, Mornington Crescent,
Warren Street

- construction started but abandoned (2): Oval, St. Paul's

- completed in 1942 but retained for military or other government use
throughout the war (3): Chancery Lane, Clapham Common, Goodge Street.

- completed in 1942, initially retained for military or other
government use, but opened to the public in 1944 (5): Belsize Park,
Camden Town, Clapham North, Clapham South, Stockwell.

They were built by London Transport, which had the option of taking
them over for railway use after the war. Accordingly, locations were
chosen so that if it was found desirable to construct express relief
tubes for these two lines, then the shelters could become sections of
running tunnel.

The shelters each consisted of twin 16'6" diameter tunnels 1,400 feet
long, each divided for shelter purposes into two decks, with two access
shafts. They were planned for a capacity of 9,600 per shelter at a
cost of £15 per person, or about £1,500,000 for all 10 shelters, but
eventually it was decided that only 8,000 people should be fitted into
each one, and the cost was from £35 to £42 each, or about £2,500,000
for the 8 completed shelters.
--
Mark Brader | "You read war books -- people shooting each other,
Toronto | people bombing each other, people torturing each
| other. I like to look at people doing, uh, naughty
| things to each other!" -- Ria, "Butterflies"

My text in this article is in the public domain.