If I have already applied through another consultancy, can this agency still apply on my behalf?

Yes, you can apply through this agency even if you have already applied through another consultancy.

However, make sure there are no exclusivity clauses or prior agreements with your current consultancy that would restrict you from working with another agency. Also, universities usually accept only one application per applicant per course - if your previous consultancy has already submitted your application, submitting another could cause conflicts.