Hi David,
I’m sorry to hear it isn’t working as expected.
One thing I wondered is if you have applied any filters to the widget: it is possible for example to set it to display only events from a specific category (and perhaps right now there are no events in whatever category that is). Could that be the cause of this?
Alternatively, there could be a straightforward conflict with your theme or with another plugin and our standard troubleshooting steps would help to confirm or eliminate that possiblity.
It’s not always desirable to perform that kind of troubleshooting on a live site, but most web hosts make it very easy to create an additional WordPress installation inside a sub-directory (example.com/test-site or similar). If you do this, you could start with just our plugins and a default theme and see if the problem still occurs.
Assuming it doesn’t happen under those conditions, begin adding the same plugins and ultimately the same theme as you have on the live site: do you find one of them triggers the problematic behaviour?