Let me share some info on how you can let HMRC know that a Payee Scheme needs to be closed and enter a cessation date.
You can use the basic RTI tools to let HMRC know that this will be your last payroll. From there, you can read about its usability on how to perform the Basic Paye Tools and able to enter the cessation date. It covers the latest version of it and system requirements.
Additionally, you can contact HMRC to confirm if they have received a notification for closing Paye Scheme.
I'm always open to your response if you have other questions to ask. I'd be happier to help. Take care, and enjoy your day!