Thanks all for the input. Just to update, I have threatened the landlord with submitting a claim to the SCT and the agent with lodging a complaint at the EAA. No reply as yet, but I'll update the progress.
It's a shame, the agent was great up until now and I had recommended him to colleagues who also rated him highly. The problem is of course the company I rent from, but I feel it is the agent's responsibility to deal with issues like this, especially when I dealt with him to return the keys and lodge the paperwork. It's safe to say I won't be recommending him any more.
I think the problem stemmed from me initiating the break clause in the contract and giving 30-days written notice to move out. Of course, not paying the last 2 months's rent is sensible (although I always want to leave on good terms), however it was not possible when I myself didn't plan on moving out so soon. I could have withheld the keys of course, but I had (misplaced) trust in the agent.
Needless to say, I'm not going to "just let it go". If it costs me more in legal fees than the 2 months' deposit then I will still pursue it. Maybe it's idealistic, but unscrupulous landlords need to understand that renting to a non-resident does not mean that they can keep the deposit because there is a chance that if this person leaves the country, they can't pursue it.