Looking at only one of the questions you asked: "...how is OO classed as a methodology and a paradigm?"
That, at least, has a fairly simple answer:
- Object Oriented Design is an analysis methodology.
- Object Oriented Programming is an implementation paradigm.
OOD involves analyzing a problem in terms of objects and their interactions. OOP involves implementing a solution as a set of interacting objects.
"Agile" (I hate that name -- though I'll admit "eXtreme Programming" is worse) is really about project management. Just for example, you can apply Pair Programming about equally to something like assembly language or C as to a language that explicitly supports object oriented programming (though being a relatively new idea, it's probably used most often in conjunction with relatively new languages).
Edit: How I'd separate "methodology" from "paradigm" is fairly simple (at least in theory).
Paradigm is really just a fancy word for "example". If I'm following that example to a meaningful degree, the source code (for example) to the program should contain direct, (fairly) clearly defined results from having followed that example. Just for the obvious one, a class publicly derived from another would be a pretty obvious indication of OOP.
A methodology, by contrast, doesn't necessarily show a direct, definable result in the source code. Just for example, there's unlikely to be much in the source code to indicate whether it was developed using "Agile" methodology. I might be able to take a guess if (for example) all the source code files contained comments indicating two authors, but (at best) it would a rather indirect indication of one specific piece of the methodology.
I said in theory, because things can get a bit "fuzzy" at times. If I try hard enough, I can probably write pretty close to pure procedural code, even in a language like Smalltalk that favors objects almost exclusively. Likewise, if I try hard enough I can write OO code in something like C that doesn't really support it. In a case like this, the indications of following the paradigm will usually be harder to find or define than in a more straightforward case.