Try this and tell me if it works for you.
On PC
Add a calendar event via Cortana – Hey Cortana add to my calendar “some event” at 2 pm today.
On iPhone
Look at your Outlook app Calendar. Does the event show? It does not for me.
On Outlook.com
Look for that calendar event. It does NOT show on mine.
On PC
Look at calendar app. The event shows up here.
This is terrible, why does an event created with Cortana on PC not show on Outlook.com Calendar or on the Outlook app on iPhone?
Am I missing something here everything is connected? The Cortana app on iPhone does in fact have the event. Ugh.