I want to refund my payment to a migration agency...

We would like to inform you that the contract is a Sharia between its parties, and therefore if it is signed that the payments are not refundable, it cannot be recovered, especially if the reason for not completing the transaction was a lack of requirements on your part.
Therefore, according to the law, unfortunately, the legal position of yours is weak, with the explanation that there is no legal text prohibiting the claim, but the lawsuit or complaint may not be effective for you.