Hold on a moment here.
Do you have a contract? If you have a contract to work for six months, then you are breaking your contract. You are going back on your word. You are letting yourself down.
If the ultimate employer told you after 2 months that they found someone better to do the job, how would you feel about that? I think you would be suing them for the 4 months work or looking for some form of compensation.
If you really want the other job, I would tell your current employer the story, just in case their plans can be changed. For example, they might agree with you to finish up after two months.
The agency issue is a side issue. It will be embarrassing for them and they will lose a fee, but the inconvenience to your employer should be your first concern.
I can't speak for other agencies, but as the owner of a recruitment agency, I would certainly not deal again with any candidate or client who broke a contract.
Ireland and Dublin is a very small place and such behaviour often costs you in the long run.