Hi Annette. Thanks for the info to help diagnose your issue.
You can view this gif to see how Find Events works by default: http://cl.ly/image/0M080h3M282f
Does it not work like that for you?
Notice selecting February 2015 from the month selector results in the “2015-02” text (in YYYY-MM format) and the URL changes to http://example.com/events/2015-02/
If I manually enter “10/2015”, this is what I experience: http://cl.ly/image/3R223S1n472v
That’s not the same as what you reported (FYI: your screenshot didn’t come through and the link was a 404 error).
NOTE: There is a “Datepicker Date Format” option at Events -> Settings -> Display –> “Date Format Settings” section
Mine is set to 2015-01-15. What is yours set to?
I hope my reply can help you resolve your issue or help you more thoroughly explain it to me so I can further assist you.