I’ve found the issue with the layout, it seems W3 Total Cache is being odd, if I disable it it works.
I’m going through it’s settings now to fix it.
Relating to the export, I know it’s supposed to download a file, but you can just plug that URL into the Google Calendar for example.
Try it using your demo site, it works nicely. I’ve not checked if it’s just a month, or if it renews/refreshes when new events are added or not.