Hey Valorie,
Thanks for reaching out!
I’m sorry to disappoint, but there’s unfortunately no way to do this because The Events Calendar doesn’t generate an actual “page,” and if you were to add a page titled “Events” to try and make this work, it would not do the job and could actually cause issues with calendar functionality….
The best recommendation I have is to reach out to the WooCommerce theme support folks and ask if the “shop page” features you describe can point to a custom link on your site, not just a Page. If so, then use those methods to point to the calendar page on your site, which is most often /events.
I hope this information helps!
George