iPhone calendar deleting old events even though Calendar Sync is set to keep All Events

All the non-recurring events older than 60 days continue to disappear from my Calendar, even though...

1. Settings > Calendar > Sync is set to keep All Events;
2. These are all local events I entered myself, not from a subscription to a 3rd party calendar;
3. I don't use iCloud for Calendar, ever, at all;
4. All the missing old events still appear on the desktop Mac which I sync with - going back years. They just drop off the iPhone.

Any help? Is this a known bug? (And please don't just suggest upgrading to the latest iOS.) Thanks in advance.