When you say 'your agent', is this the NCL agent or an independent travel agent? Who is your insurance through; the cruise line or an independent insurance company?
Can you provide more information on the 'legs' you're referring to? Where you on a cruise tour or a back-to-back cruise?
When you requested insurance, do you have documentation that shows you specifically requested it for the whole trip or for any particular dates?
This will help me respond to some of your questions and perhaps offer some advice on the matter.
Travel Agent/Cruise Specialist w/12 yrs exp and 47 Cruises on 11 cruise lines! Favorites: Paul Gauguin - Tahiti: Uniworld River Cruises - Europe; Celebrity Solstice-class ships; Holland America - 12-nights Baltics & Russia; RCCL - 14-nights Greek Isles, Turkey, & Croatia; Holland America - 14-day Alaskan cruisetour; 10-night Canada/New England cruise; 21 days Hawaii w/7-night NCL cruise; Oceania - 25 days in Asia; more than 3 months touring Europe by train. And many all-inclusive resorts!