It took me several hours to figure it out but I was able to remove the hidden instances of Calibri so that when the presentation opens I no longer get the error message.
This is how it worked for me.
1. Find out which objects are using Calibri.
This was harder than expected. I hadn't used Calibri in the presentation so the find replace in Powerpoint and/or Keynote 09 didn't work. So I created a new Keynote presentation and drag and dropped the slides across (not all at once) until I found which slides where causing the error message to appear.
2. Apply styles to all your objects
Once I knew which slides were causing the error, I selected all the shapes on that slide and applied a style (any style, I didn't care which one). Then I did the same for all the text objects. And again for all the line objects (remarkably Calibri was associated with my line objects - I hadn't expected that). At this point you can test it - close and reopen - for me I no longer got the error message.
3. Reformat the slides back to how they originally looked
Then I just had to reformat the slides back to how the originally looked.
Note - I don't think this will still work if the offending objects with Calibri applied to it are no longer in the document and I cannot see an obvious workaround if thats the case.