Should intelligence agencies be merged to create a central EU agency?

Yes but they should not have too much power and should be regulated to make sure they are working correctly and not corruptly. Also countries should still be allowed to have their own intelligence agencies.

No, information regarding the UK should be kept to UK intelligence agencies only to protect national security.

Intelligence agencies tend to be unethical. Unless they are changed, intelligence agencies do not serve the people as much as they should.

No but they should work together more often and the work should flow through a central hub that all member states can share with one another.

No, the various European intelligence agencies are very uneven in terms of quality, many have even been infiltrated by hostile powers (Germany's BND for example).

Country's national intelligence should remain independent but I do like the idea of a Eu agency, they could work hand in hand.

While there should be a central EU intelligence agency, no country would willingly disband/merge their agencies to help one another. It isn't a wise move, and in that secret world, even if they did, agencies would still exist and do their own thing, if not at the very least constantly compete with one another.