Use this events custom post types and Divi’s Post Slider Module. Custom PHP required. OR – ignore Divi Post Slider, use another third party plugin that hookups well with The Event Calendar plugin. eg. Layerslider, Revolution Slider, Meta Slider, etc.
Ideally, show multiple Featured Images at a time similar to the house of blues linked site they liked. This can’t be done with Divi Post Module or Slider so there may be no use trying to theme Divi’s Post Slider to work with The Events Calendar. May scrap idea or use vs. other Slider Plugin linked with The Events Calendar.