McCullum grimaced at the thought of competing through three innings - and effectively three previous tests against England - only to unravel.
"It's pretty tough to explain at this point. For so long we were up with the play and, at times, dictating terms. Within an hour the game turned on its head. Our confidence started to subside.
"Guys were getting their pads on and off pretty quickly. All you're looking for is a calm presence somewhere, whether that's out in the middle or in the changing room. We've had many of these experiences before and I think we've put distance between the last time we felt this sort of pain. We've taken significant steps forward in the last little while but today was undoubtedly a step backwards.
"Still, it's important we focus on things we did well. Tim's bowling was outstanding, Trent [Boult] was superb and Neil [Wagner] continued to show aggression and heart."
Southee looked numb despite becoming just the fifth New Zealand bowler to earn an etching on the visitors' bowling honours board with second innings figures of six for 50 and match figures of 10 for 108.
"I'm gutted with the result. No one goes out there to do that deliberately. Everyone tried and it would have been nice to have a good first hour and go to lunch one or two down.
"That personal achievement will sink in later but it was a special moment coming off and walking through the members' pavilion."
McCullum was quick to acknowledge the English bowling effort.
"Stuart Broad's spell [claiming his best test figures of seven for 44] was high class. He swung the ball beautifully and got the odd one to hold its line up the slope. His lengths were impeccable and he bowled at reasonable pace."
England captain Alastair Cook noted there were a lot of "ifs" coming to the ground.
"I don't think I've experienced a game which ebbed and flowed as much. We got into strong positions in both innings then New Zealand would fight back. It was strange because you'd lose a wicket and it was hard for a new batsman to come in. The off stump and outside edge were challenged straight away and Broady, bowling in that hour [before lunch], was as good as I've seen in an opening spell. Also, I don't think I've played a test where it's been cloudy the whole way through [to help the swing]."
Broad felt it was the best he's bowled.
"The wicket quickened up so the fuller length became nickable. The bowling unit talked beforehand about getting the ball up there and giving it a chance. If you get driven early it's a lot better than getting cut. It's great when you get an hour like that because you can let loose and the batsmen are trying to figure out where the game is going."
Read more: Losing Black Caps bowled out for 68