You can have this additional rule:
RewriteEngine on
RewriteCond %{QUERY_STRING} ^$
RewriteCond %{HTTP_HOST} !^www\. [NC]
RewriteCond %{HTTP_HOST} ^([^.]+)\.mydomain\.com$ [NC]
RewriteRule ^/?$ /live/agent/index.php?agent_user_name=%1 [L]
RewriteCond %{QUERY_STRING} ^$
RewriteCond %{HTTP_HOST} !^www\. [NC]
RewriteCond %{HTTP_HOST} ^([^.]+)\.mydomain\.com$ [NC]
RewriteRule ^(.+?)/?$ /live/agent/$1.php?agent_user_name=%1 [L]