Unfortunately this isn’t possible the way that you’re envisioning it. Calendar views only work with fields that return a single date. Lookup fields return arrays, and even if it’s an array of dates, that still won’t work with a calendar view.
This is a case where a junction table would be preferable. Each record in the junction table would link to a single event and a single artist, with rollup fields to pull in the event’s start and end info (using MAX(values)
as the aggregation formula, which will give you actual dates). You would then add a calendar view to that junction table.
If you’re not familiar with the concept of junction tables, check this out: