As IndeMaat said, it really does depend—on how enclosed the space is, who's involved, etc. The means for getting around it also depend. You mentioned a canon invisibility cloak, Antigone mentioned the See-Through Device, reading the Words is always an option. Additionally, Rez and Flip once hacked the security system of the spaceship they were on to keep tabs on the Sue in the next room; or the agents could be disguised as something that generally goes unnoticed, like house-elves; or they could simply be close enough to overhear without being in the same room; or if it's an Earth-like canon, they could potentially bug the room; etc. The possibilities are as limitless as the situations themselves.

To a degree, the SEP Field does protect the agents from being noticed by Sues and other non-canons as long as they aren't being loud or otherwise drawing attention to themselves, so it is possible to just rely on that in the right circumstances, too. But honestly, that's less fun. {= )

~Neshomeh

If the Sue is in the private scene the agents can't join, because they would be spotted immediately. If the private scene is between canon characters the agents can easily be in the same scene: their SEP field protects them.

There's mention on the wiki of a "See-Through Device" that would let agents view a scene without entering it. However, following along with the Words seems to be more frequently used.

Hey, Nice Private SSSSSScene you have there. Sssssshame if ssssssomething happened to it...