At work, we use "All Day Events" on the work calendar to know who is responsible for covering the night shift (since it's the odd hours and far less people). I too am having this problem where the "All Day Events" are not showing up in the notification center as they previously did.... therefore not allowing me to see who is on the schedule unless going to the calendar each time.
However, one of my co-workers showed me his iPhone yesterday in which the "All Day Events" from our calendar showed up in the notifications under the "all" section of the three notification sections. He said it just appeared and told me he didn't alter the schedule at all. Not sure why it would show up on his and not mine. Our settings appeared to be the same throughout the notification settings, calendar settings, and any other that we viewed.
We can't explain it.