Learn English – Punctuation with block-quotes

The British put them outside the quotes, which seems much more logical.

The American style is to put the punctuation inside the quotes. The American version is often known as "Typesetter's Quotes".

As you can see, I go with the British version, at least in informal writing.

Interesting fact: They are called typesetter's quotes because when typesetters were laying out the typesetting blocks putting the small blocks for punctuation inside the quotes made the layout more stable and less prone to shift around. That's probably why it seems so illogical, it was done for mechanical reasons, not linguistic reasons.

In your first query, the question mark clearly does not belong to the euphemism, so it should not appear inside its quotes:

“Why should I ever hear about this... ‘agency’?”

In your second query, you can dispense with the exclamation mark. While that does go with the word Stop, it isn’t heard and doesn’t need to be quoted. And the final full stop isn’t needed either — you’ve already conceded that right at the start.

He screwed his eyebrows, and asked, “Are you sure you heard ‘Stop’?”

Punctuation is only there to assist understanding. Too much clouds the meaning because although it might be strictly correct, it requires working out! Use enough to make the meaning clear without undue effort sorting through it all.