Hi there,
Thanks for reaching out! I’d be happy to help with your question.
As you have discovered, the default calendar page does not support subpages. You can create the pages manually and use the shortcode to display a calendar, as you mentioned.
However, there are some downsides to this approach. When on single event pages, there is a link displayed to “all events.” Clicking this will take you to whatever is set for the main calendar page. This link could be hidden, or even customized to point to your custom page.
Also, any event category or tag archives would show up under the main event page url.
Another downside is if you were to use our filter bar plugin. This only works with the main calendar and not shortcode calendars.
Hope that helps! Please let me know if you have any additional questions about this.
Thanks,
Sky