Hi LoveJQueen,
When you are creating a calendar event, is it for your iCloud calendar or a different calendar? If it's your iCloud calendar, does it happen when creating an event and inviting others when using the iCloud website? If needed, here is the link: iCloud We're asking this because if it happens on the iCloud website too, then this might be isolated to iCloud in general. If it doesn't happen on the iCloud website and only your iPhone 11 Pro Max, it most likely is isolated to iOS. Knowing where this issue is coming from can help with relevant next steps.
If this appears to only be happening with your iPhone 11 Pro Max, one step you can take is to restart your iPhone. Restarting can refresh the iOS and apps on a device, which can sometimes help resolve unexpected issues. If needed, the steps below show how to restart your iPhone:
"How to restart your iPhone X, 11, 12, 13, or later
- Press and hold either volume button and the side button until the power-off slider appears.
- Drag the slider, then wait 30 seconds for your device to turn off. If your device is frozen or unresponsive, force restart your device.
- To turn your device back on, press and hold the side button (on the right side of your iPhone) until you see the Apple logo."
That information is from this article: Restart your iPhone - Apple Support
You may also want to try another internet network (Wi-Fi or cellular data), since you are seeing a connection error message. If needed, this article shows how: Connect to Wi-Fi on your iPhone, iPad, or iPod touch - Apple Support
Please let us know if those steps help or if you've already tried those steps.
Best wishes.