Since my message on August 20th I've had this email from Apple Support, which doesn't take us much further:
Our engineering Team have just reverted on the issue of the missing UK holidays calendar items after 2021.
This issue is currently under investigation by Apple Engineering Team.
Apple has received reports of the symptom you describe and is currently investigating this issue. Keep your software up-to-date. You may also want to check the support website from time to time for possible updates about this issue. Further updates, if any, may come by way of a software update, knowledge base article or software release.
Apple does not yet have a complete understanding of the issue. Therefore, it is not possible for Apple to promise a solution or predict when any investigation will be complete.
I apologise for the inconvenience to you and hope that our Engineers find a solution shortly.