RODNEY Clavell shot himself just before the final hostage emerged from a massage parlour he had holed up in  sparking a 13-hour siege that locked down several blocks in the CBD.

As the fourth hostage walked distraught out of Marilyn’s Studio on King William St, she cried out, “he’s dead, he just shot himself,” to STAR Group officers.

“I just heard it, get me out of here,” the blonde woman yelled, before she collapsed to the ground.

It was the moment that SA police knew the hunt for the state’s most wanted man had ended tragically.

Clavell had been holed up in the massage parlour since at least 1am on Thursday, police said, with the siege causing city-wide disruptions.

It was the culmination of two weeks of raids and searches across the city, including one high-profile CBD lockdown that saw two schools closed for hours two weeks ago.

Police and STAR Group officers had surrounded the building and tried to contact Clavell with using megaphones and telephones.

media_camera STAR Group officers leave the scene after Clavell took his own life. Picture: Sarah Reed

His body was found about 1.40pm by a police robot, about 90 minutes after extensive negotiations secured the release of the women.

Assistant Commissioner Paul Dickson said Clavell had taken his own life and that the incident would be treated as a death in custody.

He said the fugitive had committed other serious offences during his 14 days on the run.

Clavell, a former prison officer, shot at police during a chase in 2004 and was wanted for allegedly assaulting a woman at Elizabeth Park late last month while armed with a shotgun.

When Clavell sparked a city lockdown media_camera Police involved in the Clavell seige. Picture: Tom Huntley 1 of 24 media_camera The rear of the building where police had Clavell surrounded. It shows a BearCat police armoured vehicle in position. Picture: Sam Kelton 2 of 24 media_camera Police in position during the Rodney Clavell siege. Picture: Sean Fewster 3 of 24 media_camera Police in position during the Rodney Clavell siege. Picture: Sean Fewster. 4 of 24 nav_small_close Want to see more?( 20 more photos in collection )Continue to full gallery nav_small_left nav_small_right

A close associate exclusively talked to Advertiser.com.au today, revealing extraordinary details about the wanted fugitive’s last days on the run and said “he knows he won’t survive this alive today”.

media_camera Police help one of the women who had been with Rodney Clavell. Picture: Tom Huntley

She said she had dropped Clavell off at the massage parlour on Monday with a .22 rifle and “at least 40 bullets” and was aiming to “take police out”.

A large section of Adelaide’s CBD was in lockdown all morning as police tried to negotiate with Clavell, who was trapped inside Marilyn’s Studio, near Victoria Square.

Four city blocks south of Victoria Square were blocked off to pedestrians and traffic during the standoff, forcing the cancellation of all tram services in and out of the city.

Police said Clavell would not respond to any attempt to communicate with them, but earlier ruled out “going through the door”.

Four women inside the massage parlour were released about 11.30am, about 12 hours into the siege.

Some raised their hands when they saw the STAR Group officers and one was visibly distressed.

“He’s dead, he shot himself,” she screamed. “I just heard it. Get me out of here, get me out of here.”

She later collapsed to the ground.

Fourth hostage has emerged crying screaming and hysterical , collapsing on the ground @theTiser pic.twitter.com/tfx0aNBDS1 — Sam Kelton (@kelts82) June 5, 2014

Superintendent Peter Harvey said the women were traumatised but physically unharmed.

At that point, police believed Clavell was alive but alone in the building.

They sent in a robot just before 1pm, which police said had to move through a number of doors, stairs and rooms before they found Clavell, who appeared to be dead.

STAR Group officers then entered the building, and found the deceased man about 1.40pm.

Assistant Commissioner Paul Dickson did not confirm how Clavell had died, saying only that a firearm was found in the premises.

Mr Dickson said Clavell’s death would be treated as a death in custody and that a report would be prepared for the Coroner.

He said police had been unable to directly communicate with Clavell throughout the 13-hour siege.

media_camera STAR Group officers with one of the women after she left the massage parlour. Picture: Tom Huntley

It’s understood relatives were not able to successfully contact him either.

“We were able, through constant negotiation with females who were inside the premises, to secure their release,” he said.

“After that release we continued those negotiations and we were unable to receive any conversations or response from Mr Clavell.

“I believe he had some belief that he was fairly safe at the premises, but as to whether he was controlling (the women) or whether it was free will, there is no doubt they had a harrowing experience.”

Mr Dickson said police had become increasingly concerned about Clavell since a warrant was issued for his arrest on May 20, revealing they believed he had assaulted a woman at Elizabeth Park five days later while in possession of a shotgun.

media_camera STAR Group officers at the back of Marilyn’s Studio. Picture: Daniel Kalisz/Getty

“We have other information also that over the past 14 days Mr Clavell has been involved in other offending,” he said.

He said Police Minister Tony Piccolo’s decision to announce Clavell’s death during Question Time in State Parliament was “something for the police minister”.

Clavell had a long criminal history and in 2004 was the subject of an extraordinary police chase through the Adelaide Hills during which he commandeered a 12-tonne grader from a farm shed.

With a shotgun pointed at his own heart, Clavell led police on a slow-speed chase during which he was shot in the thigh by an officer who he had attempted to run down.

A police sniper eventually stopped Clavell after shooting him in the shoulder.

He served four years in jail and was involved in a prison riot.

Readers seeking support and information about suicide prevention can contact Lifeline on 13 11 14. Help with depression is available by contacting beyondblue on 1300 22 4636.