I found my own answer following two main steps:
1. Follow these instructions for the calendars you want on iCloud from today onwards. Its tedious but it works in the end.
Article: TS4337 --- iCloud: Advanced Calendar and iCal troubleshooting
2. Follow this tip for any other calendars you want to access but not on iCloud (e.g. archived calendars of old clients, projects, etc.)
essentially only disable the iCloud account from inside Calendars preferences,
and start importing calendars. When you enable again iCloud (from Calendars perefences) you will have both sets (looking as 2 accounts)