I'm not sure if it is helpful or not, but I recently had a similar situation happening on my computer. I was receiving events that I made on my iphone, ipad, and work computer onto my home computer, but when I was creating events on my computer, they weren't showing up on any of the other devices.
I'm embarassed to say that in my case it was because I didn't actually have my iCloud account set up correctly. The exact same calendars were created on my mac - so they looked identical, but they weren't actually my iCloud calendars... they were duplicates.
You can open your calendar app, click the top left "Calendars" button. You'll get your list of calendars. Be sure that above the list of Calendars in the gray space it says "iCloud." If it doesn't, you may have had the same issue I had, but on your phone.
Regardless if your problem is the same as mine, since all of your info is on iCloud - the best thing to do is turn off your iCloud calendar on your phone and then turn it back on. It will take a little time for all the events to repopulate.
1 - Open your Settings App
2 - Click on iCloud and be sure the "Calendars" is on. (a good test here is to turn it off and be sure your events disapear on the calendar on your phone. Then come back and turn it back on)
3 - back under Settings again, click on "Mail, Contacts, Calendars"
4 - You should have an "iCloud" account in there (if you don't - Add account)
5 - Scoll down this screen to the "Calendars" section
6 - Verify that the "Default Calendar" is one of your iCloud calendars. (You may have iCloud turned on correctly, but you may be putting your new events on the wrong calendar)
Hopefully that helps. Good Luck.