Hi,
myCal PRO doesn't actually trigger any events itself, it simply saves events to the internal calendar with alerts, if you have set them. It is the internal calendar that then triggers the appropriate alert.
So to be clear, are the events being saved with alerts? If so, they just aren't triggering?
If thats the case can you check the following:
Go into the Settings app (not Settings in myCal)
Tap Notifications
Tap Calendar
Ensure Allow Notifications is ON
Tap Upcoming Events, ensure Show on Lock Screen is ON
Let me know how you get on!
Regards
John