Here's a breakdown of the film's plot that matches your description:
* Young girl forced to be an assassin: The main character, Ciel Phantomhive, is a young boy who is forced to be an assassin for the Queen after his parents are killed and he's rescued by Sebastian Michaelis, a demon butler who becomes his loyal servant.
* Secret agency: The agency Ciel works for is the Queen's Watchdog, a secret organization that operates in the shadows.
* Tries to leave with boyfriend: Ciel develops feelings for a young woman named Elizabeth Midford, who is also part of the Watchdog. They want to leave the agency and live normal lives.
* Shot by them in the end: Ciel and Elizabeth are targeted by the Watchdog because they know too much about the agency's secrets. Elizabeth is shot by the agency, although she survives.
Important note: While the film shares a lot of similarities with your description, the protagonist is a boy and the ending is not quite the same. Elizabeth survives the shooting.
Let me know if you'd like any other details about the film!