Have not used agent in a long time. If your downloading binaries, you should use a binary downloader, such as http://www.bnr2.org/
Are you using 'Free Agent' ?, maybe those pars and nfo are encoded using yenc? and your free agent has expired its ability to decode yenc encoded files.
If your getting all the parts without a problem, then you do not need the par files.
I'd have to switch over to Windows and setup 'Agent' again to get a better understanding of the problem. But if the actual bins are coming in fine, then you dont need to worry about grabbing the parity files.
When you say it downloads the 'big headers' you mean the bodys, correct? If you are having a problem with the actual headers, then it could be an issue with retention on your NNTP.