Sainsbury's sell Taste the Difference "Outdoor Bred" Pork & Fresh Herb Sausages, which are apparently 91% pork and are gluten free. I like to think these are fairly Paleo friendly (although feel free to disagree!).
Sainsbury's also sell (again, Taste the Difference, so pricier than normal) some really tasty Wild Alaskan salmon, that honestly is so much better than regular farmed stuff. I tried my local fishmonger and he said he just couldn't compete price-wise with sourcing wild salmon (but was reasonably priced on other more local options).
Good to know UK beef is mostly grass-fed, I find it really hard to know for sure as it often isn't stated on the packaging.
Butter-wise, I find Yeo Valley Organic butter to be pretty yummy - it states on the packaging it comes from farms "where the cows are fed on clover-rich grass and have plenty of room to roam free". I like their full fat yoghurt too (if you can eat dairy). I think you can buy this from most supermarkets.
Supermarkets do seem to be getting better at offering a variety of foods, like decent coconut milk (although seem to have stopped selling creamed coconut), avocado oil, unspoilt dried fruits (without vegetable oils for 'glazing' purposes) etc, not to mention the wide variety of fruits/veg - kale and cabbage are my favourite most recent discoveries!
The price difference between standard meat and organic/free range is crazy, but when it comes to chicken I think I'd rather pay the extra, and you can normally get organic free range chicken from any larger supermarket store. I've heard Riverford's Organics are good if you want delivery, but again are a lot more expensive.
I read somewhere else on another post that Waitrose Jersey Double Cream is from grass-fed cows, but I couldn't confirm this.
When it comes to soup (sorry - this was your original question!!) Covent Garden and Waitrose own-brand do seem the best, but quite often have added sugar/other little bits and bobs that are 'non-paleo', so to be on the safe side you would need to make your own to know for sure what ingredients you're eating. I'm not exactly a master chef myself, but honestly soups are one of the easiest things to make, and there are no rules - boil up whatever veg you fancy/have left over (I particularly love sweet potato, leek, carrot with coconut milk and cumin), make large quantities, blitz it all with a hand held food blender in the saucepan to make your life easier, then freeze what you don't immediately eat!
Good luck - I've only been doing this 'properly' for about a month, and it is time consuming at the start, but does get easier (and is worth it, in my opinion)!