I am an adoptive parent (China) and the first question we asked ourselves after being called to adopt is international or domestic. Sounds like God has answered that for you already.
As far as finding an agency that specializes in persecuted christians, I am unaware that any exist. That being said, focus your research on the countries that have an adoption relationship with the U.S. It’s not as simple as just picking any country and then applying for an adoption. Only certain countries are open right now (there are always exceptions if you have been a citizen of another country but I do not have enough knowledge on that to share info)
If you google international adoption, you will find many great resources. Also, look for meetings in your area for adoption seminars. Some will have only certain countries or only be promoting a certain country at the time.
It sounds as if God has planted a seed in your heart. Do your part to research where He wants you to go. Follow that with prayer because you may end up in a place you never dreamed of going.
In our case, China was not my first choice due to having to travel and leave two of my children here for two weeks. My fear and my idea of how we were going to answer this call to adopt where hampering my ability to follow God’s plan. However, God in His infinite patience spoke clearly to my DH and then later to me that China was where our daughter was. Once I got over what I felt I could and could not do and just let Him take the lead, everything fell into place beautifully.
When you have a calling in your heart that big, don’t disregard it, but be willing to follow wherever it is He may lead you.