In 1974 Steven Hawking showed that black holes emit thermal radiation, which eventually causes them to evaporate. The problem of the fate of information in this process is known as the "black hole information paradox". Two main types of resolution postulate either a fundamental loss of information in Nature - hence the breakdown of quantum mechanics - or some sort of new physics, e.g. quantum gravity, which guarantee the global preservation of unitarity. Here we explore the second possibility with the help of recent developments in continuous-variable quantum information. Concretely, we employ the solution to the Gaussian quantum marginal problem to show that the thermality of all individual Hawking modes is consistent with a global pure state of the radiation. Surprisingly, we find out that the mods of radiation of an astrophysical black hole are thermal until the very last burst. In contrast, the single-mode thermality of Hawking radiation originating from microscopic black holes, expected to evaporate through several quanta, is not excluded, though there are constraints on modes' frequencies. Our result paves the way towards a systematic study of multi-mode correlations in Hawking radiation.