I have more questions than answers for you.
I read in your question that you were trying to drill a Chalcedony. I am trying to understand what is or what makes a Chalcedony. Also, why they are so much more expensive than their counterparts.
For example, you titled your question, "Drilling Agate", but in the body of your question you said you were "...trying to drill holes in Chalcedony".
I am betting that you can explain with "Chalcedony" is for me. If not, thank you anyway.