It's an understandable and common dilemma among indie writers. It is for me. I love the control over my work but absolutely hate the business side of it. A compromise might be to go ahead and publish on your own while continuing to seek an agent. The nice thing about Amazon is that you don't get locked in (unless I've missed something in the fine print). If you find an agent that you think will benefit you, you can always make the switch. I'm not sure I'd want to do that in the middle of a series though... If you want to wait and continue the agent search, I'd set a specific and reasonable amount of time that you're willing to wait.
Personally, I think I value the control more than the perks of an agent, but I can certainly understand why any independent author would want to seek or search out that option. Best of luck to you!