By Mark Jefferies & Charlotte Everett Paul O’Grady was in “heaven” making his final TV series shortly before he died. The TV host, radio star and animal lover died just two weeks after completing work on Paul O’Grady’s Great Elephant Adventure. The two part documentary series will be shown on ITV over Easter and follows Paul as he travels across Thailand and Laos to get stuck in helping out at elephant rescue centres caring for the majestic, but endangered, animals. The show’s executive producer, and longtime friend of Paul, Claire Barton said: “Paul wanted to highlight the plight of elephants…