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.