Hi Daniel - I am licensed and registered lawyer with more than 9 years experience. I used to work for a tier-1 firm, and have substantial experience advising companies based in the UK and the EU.
As I understand it, the agency (in Greece) engaged you (ltd co., based in UK) to perform certain services to a client (in Sweden). The legal relationship between is governed by Luxembourg law.
While I understand that the agency misrepresented, I would like to understand your grievance with the client as well. I would like to have a look at this contract to understand what obligations the agency had towards you, and on what basis (and (mis)representations) the agency connived you into taking on the client and the project. I would also like to review the contract between yourself and the client - should there be one. A review of these contract would help me quickly understand what rights you have under the contract, especially since you have already terminated the contract (with the agency). The dispute resolution provisions are critical.
This information notwithstanding, I would first write to the agency with an itemised list of their misrepresentations and terms of the contract that they have breached. I would also write to the client (should I have any rights against the client directly) demanding dues as agreed in the contract. I would strongly demand what was agreed, as well as punitive damages.
I provide high quality advise, and always within the timelines committed.