The phrase "agony at" is correct and usable in written English.
It can be used to express a feeling of intense pain or distress related to a specific situation or event.
Example: "She felt a deep agony at the thought of losing her best friend."
Alternatives: "pain over" or "sorrow for".
Usual creative agony at the Calvin Klein shoot.
What Ms. Duff ultimately shows us is the agony at this woman's core.
After much agony at their demise, she bought a new pair.
He told me, "Underneath the whole X persona is a little old man who is in absolute agony at times".
But this is a country driven by a national agony at its creation which has never been fully addressed.
The maddah then transitions into what's called roz-e khani — singing in agony at the tragedy that befell the Imam.
But it has positioned itself as a force to be reckoned with, relishing Washington's agonies at the hands of Taliban insurgents.
For all its agonies at the hands of gunmen, inept politicos and swaggering generals, these days Pakistan's national misery comes in the form of crushing electricity outages, known locally as "load shedding".
And for all his ostensibly bohemian life and "creative facial hair," he is a surprisingly conventional, jeans-and-T-shirt sort of guy, put off by a girlfriend's pretentious purple beret and suffering agonies at his sister's untraditional wedding.
And yet, America returns again and again to the bargaining table haggling, bribing and thus dignifying and fortifying the government that is the source of both North Korea's agonies at home and its threats abroad.
Virgina Ironside (agony aunt at Woman for 10 years, problem page editor at the Sunday Mirror and now advice columnist at the Independent) describes their efforts as amounting to a proto-internet.
