If you arrive at the pier with your booking number, appropriate identification and the means to set up your onboard account (credit card or cash) you will be allowed to board.
The appropriate identification is a passport or birth certificate with raised seal and a government issued picture id, such as a drivers license.
The agency not sending you your documents is ridiculous and I would continue to contact the agency and speak with whoever it takes until you get your documents. Don't ask them to send your documents, demand that they be sent. They are your documents. The most important items in the documents are your luggage tags. Demand that you get them. While they are not required (you can get them from the porters at the pier) they make it so much easier.
Make sure you go online at www.hollandamerica.com
and fill out your immigration questionnaire online and also print it out and bring it with you. This will help with your boarding.
I have NEVER heard of an agency not forwarding documents. I would also make sure Holland America is aware that they are not forwarding the documents to you.
One last thing: Next cruise, use a different agency.