Hi Anthony!
Sorry you are having this issue. When inspecting your calendar, I see that the events do not show up when you link directly to the month, but using the navigation to move between months somehow makes them visible.
Before we move forward in troubleshooting this, can you please update to the latest version of both the Events Calendar and Events Calendar Pro? Also, please visit your permalinks page to refresh. http://painshill.bonddemo.com/wp-admin/options-permalink.php
After doing the above steps, are you still experiencing the issue?
Thanks, and let me know how that works.
Sky