Vegan

Yeah, otherwise I’d just make a key lime pie. I’m an experienced baker, but don’t have a big sweet tooth, so I haven’t done much non-bread baking lately and am pretty new to (and somewhat apprehensive of) vegan patisserie.

Agar is only going to work if you heat it. Xanthan gum might be the best alternative here that requires no heating. It'll certainly make it more viscous, but might result in a less than appealing texture. I'd experiment with maybe heating a xanthan gum and agar mix, then removing from heat and stirring in the yogurt. I dunno, requires playing around depending on desired results.