events_list_grouped group by event state location

here’s another thread which may help you with this – https://pastebin.com/6NW6cnmM

– to use town; $EM_Location->location_state instead of $EM_Location->location_name
– use this shortcode in your text widget

//in your theme functions.php
add_filter('widget_text', 'do_shortcode');

As for where to paste this : https://wp-events-plugin.com/tutorials/how-to-safely-add-php-code-to-wordpress/