I have a variation of this problem that is driving me crazy! I routinely sync events from my iPhone 5, OS 9.01, to Yahoo Calendar (I know, I should leave for Gmail, but I've been on Yahoo forever). Because I use my iPhone calendar as a "diary," I have always set the sync function to "All Events"; and up until a couple of years ago, maybe a little less, that worked: I could look all the way back to the 90's and see events, both in Yahoo and on the phone. But about that time, the iPhone stopped syncing all the way back: It will only sync for six months back, to Yahoo. If I create an event on my phone for Yahoo that's older than that, right now, it will appear briefly on the phone, then disappear--but I can see it on the Yahoo Calendar on my PC.
An hour ago, searching Yahoo Help, under Sync Yahoo Calendar and Yahoo Contacts with iOS devices I came across this information, and I wonder: does this account for it? Here it is: It's only possible to sync Yahoo Calendar events from the last 6 months, and those up to one year in the future. Events outside of these time frames won't be synced to your device.
So, does this mean that the problem is not with the phone, but with Yahoo? If anyone knows, save my sanity--please!