So basically we're still in the situation where Sloan is the only actual S31 member known to exist for real. That is, if his own feverish fantasies count for "real".
We saw another actual member in Enterprise. A former Starfleet Security officer named "Harris" had recruited Malcolm Reed to be a member of S31, and we saw Reed try to quit the organization.
The notion that S31 doesn't actually exist is overly complicated, IMO. I agree with Odo, I'd be surprised if S31 DIDN'T exist. Every major power (in the real world, and in Trek) has something like it. It seems to be a necessary ingredient of statehood.