I chose a random agency without checking what exactly they do. The specific agencies I mentioned are irrelevant to the actual points I was making.
We don't need every single agency to handle investigating threats to themself. It just doesn't make financial or practical sense. We can use the FBI, Secret Service, DHS, etc to deal with protecting the entire government and their employees. This will eliminate duplication and make it easier to share threat information.
One problem we have is the lack of information being shared with the correct agencies. This was allegedly the cause of some terrorist attacks not being stopped. If there are only a couple agencies that handle security and threat investigations instead of 100s it will already be in the hands of the correct agency. We should be striving for a streamlined process that removes duplication instead of hoping every single agency can do the job well.