Should I ask about my application status before sharing the documents?
You need to ensure that you are in touch with the correct point of contact and not being scammed somehow. Do not share any personal information until you can confirm that it is about a legit job offer and not a scam.
what is a suitable way to ask them?
Be direct and clear in the communication. Send an email asking for the clarity on the application / interview result status. Tell them the status you got to see / know is a negative one, and if actually that is a mistake / error, how you can be sure of the actual modified status.
They should be sending you a written communication mentioning the rectification in the status confirming your eligibility, and only then you should pursue further communication. Then again, the actual amount of information you want to share is withing your control - Documents with proof your identity, academic and previous work experience (if applicable) is commonplace to share, but the previous salary slip / payslip is NOT a must one. Use your best judgement.
...HR personally mailed me...
I hope the communication is actually originated from a company email ID, not a personal (gmail, yahoo, hotmail etc.) or professional-looking one. If otherwise, it's a big red flag, stop communicating and run the other way, fast.