Hi Annette,
Thanks for contacting us and I’m sorry to hear you’ve experienced problems.
I would strongly recommend that you update, yes! In general, your plugins should at least share the same ‘base version’ – so for instance, if you use version 4.1.0.1 of The Events Calendar, then Events Calendar PRO and Community Events should also be 4.1.x version numbers (not 4.0.x).
However, all are currently in need of updates as many fixes and enhancements have been made since those versions you are currently using were released.
I hope that helps!