Cross domain loading can in certain situations be an issue that causes embedded visualforce calendars to not load. The main indicator that there is a cross domain loading error is “XMLHttpRequest cannot load” errors in the browser developer console when a page with an embedded calendar is loaded.
To resolve this issue the userAdditionalSettings debug parameter can be added to the embedded page code as follows:
<SLCA2:calendar namespace="SLCA2"
calendar="a0861000000LJzDAAW"
createable="a0861000000LJzDAAW"
enabled="{'a0861000000LJzDAAW':true}"
view="week"
settings="['l_ds','r_y', 'r_l']"
urlparams="sb=2"
userAdditionalSettings="{'debug':'true'}"
>
</SLCA2:calendar>
This enables a different javascript loading method and should resolve the cross-domain loading issues.