Clicking on Day or More Doesn't Work

have you created an events page /events/ and set it in events/settings/pages/event list/archives……Events page

I have indeed.

have you tried re-saving permalinks at WP Settings > Permalink ?

Just tried and that didn’t work. Is there supposed to be a preferred setting for this plugin?

This sounds like you could have a Javascript conflict. If you switch to the default theme and deactivate all other plugins, does that fix the problem?

If not, could you post a link?