They arrived for a weeklong stay in paradise with enough suitcases - and salad greens - to fill an SUV. But that was just a tiny fraction of the baggage Gwyneth Paltrow and Chris Martin brought with them when they landed on the narrow Bahamian island of Eleuthera on March 24. One day after touching down with their kids Apple, 9, and Moses, 8, the pair announced that they were ending their 10-year marriage "with hearts full of sadness." Toting "plenty of food and a lot wine," an observer tells PEOPLE in this week's issue, they retreated to a private home on the tiny neighboring island of Windermere. The four-bedroom estate, which rents for $10,500 a week, is "an isolated place so they didn't have to deal" with the public fallout from the split, says a source close to Paltrow. As for their decision to spend spring break together, "they're still a family," says the source. "Nothing will ever change that."

Several friends say Paltrow and Martin had a complicated and at times "open" relationship. "They were physically separated and emotionally," says the insider. Another source tells PEOPLE that frequent distances worked for them. "They always have been comfortable doing things apart," says a friend who knows them both. "No one thought that was unusual." Yet few in their circle were shocked by the separation. "They have been on and off for many years," says a close Paltrow friend. "The marriage was falling apart. It caused both of them tremendous pain, and they tried to fix it day after day." Adds a source in their circle: "The writing was all over the walls. I'm surprised it took this long."

More on Gwyneth and Chris' split in the new issue of People magazine, on newsstands everywhere now.

*Also in this week's People:*
Idina Menzel: "I've Struggled With Self-Doubt, With Learning To Be Okay In Who I Am"
Royal Family Portrait: How They Got That Picture