you should have had a copy of the original domestic helper contract. The DH contract (there are altogether 4 copies, one with the immigration, one with the consulate, one with you and one with the domestic helper). So for your case, you at least should have one copy of the original contract , whether the agent keep the helper's copy and her passport, it is their business and you should not get involved, however, it is better for the agent to keep the copy of the helper's and her passport as well provided that the agent is good and assist you when you are in trouble.