I am assuming you are referring to a Townhouse/Condo correct? Other than those types of homes, there is NO home that is not FHA Approved. Meaning if there is an issue with a home i.e. chipping paint, exposed concrete rather than floor covering, unsafe electrical connections, unpermitted garages etc. These deficiencies can be corrected or worked around. Whereas a Non-HUD Approved Condo Project is truly "Not FHA Approved". In that case, your Agent should have known that community was not on the approved list: https://entp.hud.gov/idapp/html/condlook.cfm
If I was a consumer under these circumstances, I would contact the agent and request a reimbursement and if that fails, contact his Broker. If that fails, well I guess you have learned a very valuable lesson.