How do I remove non US holidays from my Calendar?

Calendars are subscribed and can't be amended. But you can subscribe to different calendars if you find one which better meets your needs --> Use iCloud calendar subscriptions - Apple Support

Or better yet, download a fully customizable calendar from the App Store, where you can enter only the holidays you want to see on it.

iPhone Calendar? Apple Calendar? There is no such thing.

Please check which is your Default email Account for the Calendar on your device? Settings > Calendar > Default Calendar

All the devices sync with an email client server which hosts your calendar. If you have a Calendar on iCloud that will not sync with Google Calendar. Settings > Calendar > Default Calendar [Choose what you want]. What you add (Event) on iPhone Calendar is synced with default calendar unless you have chosen a specific calendar at the time of event creation.

To which email account are the calendar events synced with your iPhone? This is not clear in your post

See the iPhone and Mac Calendar Pics below