Maybe your device changed the default calendar to a different one than you normally use???
Check it (and change it) here:
Settings—Calendar—Default Calendar
Sent from my iPhone using Tapatalk
Sign into your iCloud account via web browser (icloud.com) and see if your Calendar events exist there.
If you're using the Safari browser, you should be able to hold down the Refresh icon when you're on iCloud.com and click "Request Desktop Site".
I actually didn't expect the "request desktop site" option to work on the iPhone itself (so many websites seem to make the choice to ignore this and still force feed you the mobile version of the site), but I just tried it...and sure enough, it does actually work.
Hazzah!
Their own browser's feature better work on their own site... lol