I have just installed this plugin and see the same problem.
I have probably not configured the initial “feed” properly though. All I want is to display the “default” calendar from my gmail account, the name of the calendar (after getting it following the instructions) was [email protected] that is the only value i changed. I took the shortcode and put it on a WP page called events, the only thing on the page is the shortcode.
When I preview I see the default calendar and the events for that month are bold, hovering over them shows details (as expected) but when I click on either the “Next” or “Previous” links on top of the calendar, all I get is a “-1”. If I refresh the page, I get the calendar back.
I was thinking it could be that I have Cloudflare infront of my site but the more I think of it, that should not be an issue.
FWIW, I do not have iThemes Security plugin installed.