Many Events plugin settings don't seem to be working

Yes, they’re working differently from before. The existing settings implementation was years old and needed a complete overhaul.

It does, but it confuses people. We’ve decided to remove it entirely (for now at least).

This is because in the previous version it wasn’t working as expected, i.e. it showed as “on” when it was not actually on. The current version works, so you may need to check and save (just the once) as you’ve described.

You no longer need to add the calendar and agenda items to the top menu. This was necessary when this was first implemented a few years ago. There was an issue with the agenda setting in this respect, which I’ve now resolved.

Yes, you may need to do this for existing usage of the plugin with then new system (depends on the usage).

Don’t do this.

Not sure what you mean here?