What is a "Download Agent" and what is it for? I've seen this phrase referenced in the context of MediaTek devices. I don't know what it is. It's been brought up in conversations about flashing the preloader when the preloader is wiped or corrupt, usually with some file called MTK_AllInOne_DA.bin. it also appears that is signed, too, from what I can gather from online discussions involving it. Is it signature-checked by the boot ROM?
Its a file used in flashing roms (or parts of the rom) for example for the SP Flash Tools. This file has info in it that tells the tool how to flash to the device.

You don't flash the DA file so it wouldn't be checked by the boot ROM. But what you are flashing would be checked.

Check out SP Flash Tool