Denied boarding 10 minutes before departure

We arrived 10 minutes before the departure of the plain, we were told they cannot make an exception because we bought our tickets through an agency and must contact our agency. We must rebook for the next day at their counter, counter was closed. While looking for our luggage a representative informed us that our luggage didn't even made the plane and they're still looking for our luggage. It seems that they denied us boarding because our luggage were not on the plane. Their representative said she cant do anything for us and we will pay a penalty for \no show\". How can they penalyse us for no show if we were 10 minutes there before the plane is scheduled to leave? And they denied us because we booked through an agent??? It seems everything was just an excuse because our luggage never got onto the plane!!!"