I’ve identified the issue with Full calendar not loading properly when “Load CSS and JS on wp_enqueue_scripts action” is off (which is the default setting). This will be fixed in the next update. In the meantime, you should leave that setting turned on.
I just upgraded to Pro and my calendar is not showing up in full style. I can’t find the Load CSS and JS on wp_enqueue_scripts action option in the settings. I only see a checkbox for using the new defaults.