No, you can’t stop “an agency” but you can make their job harder and slow them down. Using a hardened O/S is part of the mix but not connecting to the net if you can avoid it is another. A good overview of how to configure you computer for privacy can also be found on episode 177 of Michael Bazzel’s “Privacy, Security, and OSINT Podcast”:
A 3 letter agency won't be stopped by OpenBSD or any other OS.
There is so much security holes in the hardware itself and ultimately they can always "convince" you to release your data.