During the most recent episode, it was revealed Agnes had been staying with Cooper during the two years following Liz’s death.
Each member of the crew was in different parts of the world doing different things, without much communication with each other – so this wasn’t a known thing.
When Red discovered Agnes was with Cooper the two met up for coffee, where Red told him he wanted to be in her life.
Due to the uncertainty surrounding Red’s identity, Liz had always been overprotective of Agnes, however, those walls came down in season nine when she asked him to help her train Agnes for the future.
source: express.co.uk