I've seen the movie and I've started typing up a synopsis, but it's taking a really long time and I'm busy with other stuff so I'm putting it on hold for a while. But, for people that can't get out to see the movie, but still want to know what happens I can answer any plot/character/etc questions you might have.
June and Cora: Through out the movie, they just act like really really close friends, but at one point Cora is confronted by The Watchword and he reveals he knows that Cora has "inappropriate and illegal" feelings for June (It's implied that The Watchword uses this to blackmail Cora into doing something but it's never revealed really revealed what). Whether or not June returns the feelings and whether or not they were ever acted on is never shown. But, during Fair Game, The Twin disguises as Cora, and kisses June.
The Agent: The Agent goes down to Hell to try to negotiate but is poisoned by The Painted Doll, whether or not he survives the poison is left for the third movie.