Hey Stuart,
I’m curious, when you describe having tried to configure things in the plugin settings, do you mean the “Events Template” option specifically? We have this under the “Basic Template Settings” section of the events “Display Settings” tab, as shown in this screenshot → https://cloudup.com/c6kLmOFHlMJ
If various WooCommerce templates do not show up there, then you may be able to make things work by making those templates actual theme “Page Templates”, which you could contact the WooCommerce support team for assistance with.
Now, apart from all of these things, is your question about embedding events or specific event views. While there are no shortcodes built into our plugins by default as of now, there is a separate, un-official, un-supported plugin called Event Rocket by one of our awesome developers Barry → https://wordpress.org/plugins/event-rocket/
That plugin does have shortcodes, though they may not meet your needs. We don’t offer support for that plugin, but if you check it out and play around with it a bit, you might find a working solution for now.
Let me know if anything here is helpful Stuart!
Cheers,
George