Hi Peter!
You're stumbling on one of the reasons why we removed Application Templates from Espionage 3. Managing a large, ever changing list of applications that move their data around was taxing our development and support time.
I don't have my Calendars app encrypted, so I haven't personally investigated where its data now resides, but it has probably moved from OS update to update.
One of the major changes in Lion (I think it was Lion), was Sandboxing. This took the application data of many apps (most of Apples, and all of those on the App Store), out of ~/Library and ~/Library/Application Support, and moved it into ~/Library/Containers/...[some subfolder]...
Not all of them were moved though (for example, Mail). Worse, some apps were renamed. If you recall, Calendars used to be called iCal, and it might still be storing some of its data under an "iCal"-type folder. For example, this folder does exist on my computer: ~/Library/Containers/com.apple.iCal
I would search all of these locations for folders that contain either "Calendar" or "iCal" in their name:
- ~/Library
- ~/Library/Application Support
- ~/Library/Containers
To make things even more confusing, sometimes the folders inside of ~/Library/Containers will use symbolic links (aliases), to link back to folders within ~/Library. Additionally, apps that using sync features sometimes need completely unrelated folders encrypted ("MobileMeSync", "iCloud", and other folders with "Sync" in their name).
With enough futzing you will probably be able to figure it out, but it might take a while. Remember that you'll probably need to encrypt multiple folders for this one application, and then use Folder Actions to link them up together so that unlocking and locking one folder automatically locks and unlocks the rest (and launches or quits the app).
If you decide it's not worth your time to find exactly which Calendars-related folders need to be encrypted, you may want to consider enabling FileVault instead, or using a different calendar app.