The Parity rule

Can anyone clarify this for me. Work for an agency still through an umbrella company. I’m curious as to how this works with regards to the Parity rule. It still shows as me paying PAYE through umbrella and agency said I’m self employed so Parity doesn’t come into it. I’m still trying to figure out umbrella companies but is this another way to keep our hourly rates down or is this guy talking rubbish? Am I even self employed?