Motivated by recent experiments on heavy fermion materials CeCu$_2$Si$_2$ and UBe$_{13}$, we develop a framework to capture generic properties of multiband superconductors with strong Pauli paramagnetic effect (PPE). In contrast to the single band case, the upper critical field $H_{rm c2}$ can remain second order transition even for strong PPE cases. The expected first order transition is hidden inside $H_{rm c2}$ and becomes a crossover due to the interplay of multibandness. The present theory based on full self-consistent solutions of the microscopic Eilenberger theory explains several mysterious anomalies associated with the crossover and the empty vortex core state which is observed by recent STM experiment on CeCu$_2$Si$_2$.