Hi Marian!
Thanks for getting in touch with us! 🙂
There may be some queries that are more expensive than others in terms of performance, but they really depend on many variables like number of events, calendar view and settings and server resources.
We have a great article that will get you started on Performance Considerations you should know about. After that, if you decide to implement a caching system then you can move to these articles: Caching: What, when and how and Caching month view HTML in transients
Finally, there is a good article George put up here that groups a set of developer plugins. It’s a bit more technical than the others but will definitely be of help if you are into development. I can see you are already using Query Monitor which is in that list too.
I hope that helps and let me know if you have any other questions.
Best,
Victor