Can I use agar as a coagulant to make homemade tofu? Good tofu is really hard to come by where I live, especially silken tofu. 
I want to try making my own tofu. There are tons of recipes online.
BUT, some of the coagulants (gypsum, or nigari) are also a bit hard to come by. I don't want to use epsom salts because they can cause a grainy tofu.

Will it be possible to use agar in this instance?
Agar is a gelling agent and will not work as a coagulant.  Give epsom salts a try.  I have not experienced the graininess that you suggest.