Hi,
Sorry for the issues you are having with the links.
I took a look at your site has a bunch of javascript errors causing the issue.
Not sure if it is a simple issue, could be a conflict with the theme or another plugin.
Can you please follow our Testing For Conflicts Guide to help narrow down where the conflict is:
https://theeventscalendar.com/support/documentation/testing-for-conflicts/
Also can the calendar widget display tool tips and the ability to proceed to the event when you click on the date?
This is the default behavior for the main calendar view, but the for the Mini Calendar the Events show in a list below it when clicking on the date. The javascript errors are preventing this from working.
Let me know what you find out and we can from there.