I'm having the same problem.
Mail, Contacts, Calendars, Safari & Reminders are all selected or ‘ON’ in my iCloud preferences and in settings on my iPod.
It is only with Calendar that I am experiencing any problems.
Entries made in Calendar on the iMac sync to the iPod and vice versa but not to iCloud.
Entries mad into the calendar in iCloud syncs to the iPod but not the iMac?
Entries made in Calendar on the iPod sync to the iMac but not iCloud?