I want to turn off iCloud and keep all my calendar reminders, How ?

Hi all. I have been using iCal/Calendar for years and have hundreds of events set up in local calendars to send me email reminders of said events. I figured I'd turn on iCloud for Calendar, but after reading of numerous people losing data I decided to turn it off. Now my problem, as far as I can tell, it can not be done. I read the Apple support document which stated to export to my desktop the calendars I wanted to keep as iCloud would delete them from my Mac when it is turned off, I would then import the saved files back into Calendar.

I did as Apple instructed but when I imported the .ics files a warning popped up stating: Some of the events in this calendar have alerts that open files or applications. - the files that could be opened may change or damage information on your computer. If you continue, these alerts will be removed. (cancel or remove unsafe alert) are the only options available.

I want to import this file AND keep the alerts. They are not unsafe as they were just exported from the same program I want to import them into. I went to my local Apple Store Genious Bar for a fix. After several of the Geniouses tried their hand with how to do this, I left the store with no answers. They sent a ticket to Apple engineers on a fix.

I can not believe I'm the ONLY person who wanted to turn off iCloud AND keep their info intact.

Any thoughts ? Thanks in advance for any help