If the calendar events are gone from icloud, then they are really gone. The only thing to try is to restore the calendar data files from a backup of the MAC, hopefully you use Time Machine. If not, then all the data is gone. If you do, then open the Calendars app on the Mac then click the Time Machine icon on the system toolbar and choose Enter Time Machine. Then go back in time to a place where the data exists and click the restore button.