When the sound of glass breaking reached Paul's ear, it broke his sleep, but since no noise came further he again fell asleep thinking it must be Regina who was throwing some fit in anger, but his world turned upside down when after a few minutes Sam came running and told him that Regina was missing from her room.
That was the moment when Paul jumped out of his bedroom and ran towards her room, he was panicking.
He had no idea, what happened where she went or how to track her down. He was sure that some men had broken into his mansion. They abducted Regina like professionals and disappeared into the darkness of the night.
He could only assume Vulture was behind the attack but that was not possible. If it were him, he would have blown up the house and murdered him in his sleep before taking her away. He must have asked for someone to do that.