It is not just VPN's that would cause that, it is also other third party processes such as Little Snitch, Antivirus software, or a software Firewall, which is why I suggested using EtreCheck. You would want to look more closely at the Mac specifically if it is the Mac changes where you are not seeing the update on your iPhone/iCloud.
When you make Calendar changes on your iPhone, are those seen updated when viewing in iCloud? And if not, does it make a difference on whether you are using WiFi/Cellular on your iPhone.
If Apple has identified an issue, then certainly follow up with them. It is not something I am currently experiencing or seeing posts here for the same thing which would be expected in a system wide outage.