1) First of all, you say you lost your passport. Where is it now? Did you throw it away on the advice of the agent?
2) If you are applying for a social visit pass, I think you cant leave for 6 months, but a work pass allows you to go out.
3) What is your reason given to immigration department that you had no stamp in your passport for your entry into the country? If you had no stamp you could be detained immediately. Did you throw away your passport and thats why you dont have it to show immigration now? You could apply for another passport at your embassy, but there is still the problem of why there is no entry or fingerprints recorded in the immigration computer system. How was the agent going to fix that problem? If you get a new passport, that is the clue to the immigration police that something is wrong. I would say right now both you and the agent have about 99% chance of being arrested. You can apply for DP10 or DP11 visa but the visa wont be approved without your passport. At the approval stage in about 30 days, immigration will ask for your passport so they can chop it. If you show a new passport with no stamps inside, and you "lost" your old passport, they will search the system for your entry and fingerprints. Not finding any, you will be detained and your visa application cancelled. If you are detained after being deported before, I have a strong doubt you will be deported a second time, you will go to the detention center at Kumunting and live in terrible conditions for 2 years. You are in extreme danger right now, nevermind the agent. I dont think I or anyone can give your proper advice, I would get to your embassy for safety and consultation. Maybe the embassy can help you get out of the country before you are caught by immigration police.
4) why do you want to be here with no money or job? Why are you here?
Im not an expert in dealing with law-breaking situations but I said whatever I know about this based on the little information here. As Fred said, I would get to your embassy for help and not rely on what I say. But I'll tell you this, immigration officials know all the tricks, they deal with them everyday. I will guess heavy bribery may have come into the picture at times but you cant easily fool them. Im curious, how much money have you paid the agent so far?
The odd part I dont understand is why you did this in the first place. There are many legal ways to get a visa like a social visit pass, When you were deported the first time, why didnt you go back and collect more money and better answers? Certainly you had some money, you paid the agent, yes? You didnt have to do this and potentially bring a world of problems on yourself.