Place half the Kahlua in a microwave-safe bowl and sprinkle the agar-agar on top. Let stand for 3 minutes. Microwave at 50% power in 10-second intervals, swirling in between until agar-agar is completely dissolved.
In the bowl of a stand mixer, combine egg yolks, remaining Kahlua, and maple syrup. Place over a pan of simmering water, and whisk until thick enough to form ribbons when the whisk is raised. Place bowl on stand mixer fitted with the whisk attachment and beat on high until cool, about 5 minutes. Transfer to a large clean bowl and refrigerate.
In the mixer bowl (no need to clean), combine mascarpone and whipping cream and whip on high until stiff peaks form, about 2 minutes.
Remove the egg yolk mixture from the refrigerator and stir a tablespoon into the Kahlua with dissolved agar-agar. Stir until uniform, then pour back into the egg yolk mixture and stir in.
Fold the cream-mascarpone mixture into the egg yolk mixture in three additions.