Color Legend not appearing on calendar displayed using shortcode

I have set up an events calendar on my client site at https://harfordfamilyhouse.org/events-calendar/ that utilizes the Color Categories add-on, and it displays as I would like. However, the client wishes for the calendar page to be password-protected using the simple, single-page password protection that comes standard in WordPress. So I set up a new page (https://harfordfamilyhouse.org/events/hfh-families-events-calendar-private-page/, password protected with password hfhFamilyFall2020) using the general Events Calendar Pro shortcode to display the full calendar on this page.

The problem is that the calendar displayed using the shortcode does not include the legend for the category colors. Is there some way I can get that legend to appear on this page, perhaps by adding something to the shortcode?

The page I need help with: [log in to see the link]