No, Paradise Lost is not a goth band, because they play Gothic/Doom/Death Metal, while goth music consists of Gothic Rock and its derived genres, like Deathrock, Darkwave, Ethereal Wave, and Coldwave.

However, their music does show some goth influences and could be considered adjacent to the goth scene.

If you want to dive into the goth music scene, some of the bands that might appeal to you if you enjoy Paradise Lost are Aeon Sable, Fields Of The Nephilim, and The Sisters of Mercy.