Do the souls in heaven have any agency in this world?

It depends on what you mean by agency. They know what is happening in this world; in Apocalypse 6:9 and 10 the souls under the altar are given long white robes, symbolic of repose, and told not to be concerned about those still living on earth but to take their rest and wait until it is all done, and then they will rejoice. So they know what is going on, and they can surely pray, since once you are in heaven you are free from purgatory and can pray for those on earth, and I am sure they are busy doing that. But beyond that, they have no agency in the sense of doing anything about it.