In most cases if there's an agent involved, he will usually bao toh all your personal details to the police once caught including photocopies of your NRIC and passport. No way the agent is going to destroy evidence and bring further incrimination onto himself.
For sham marriages that don't go through any agent, meaning the gal and guy just happened to meet at some KTV or HFJ and hatched it together, harder to spot, usually the trigger is the gal got caught at some KTV or HFJ. Under interrogation, usually the WL will admit to being in a sham marriage. I don't think any WL can withstand the interrogation.
Yes, never go through an agent. He is likely to ask for more even deal is done. Most will give in for fear of him reporting. Need not do so personally. Can always tip ICA anonymously. This problem need not come from the agent. The fake spouse can also extort. Imo, not worth it. Such a task is safer if a friend takes the place of fake spouse. I mentioned safer. No guarantee won't kena extorted in future.
15k is cheap. Wrt HFJs and KTVs, same problem exists. One is always at risk of being extorted. Best to stay out of such deals. Just not worth it.