I want to set alert for public holidays on my iPhone but they're not being saved. How can I fix this?

I've moved countries and still want to be reminded of events happening back home but every time I activate the alert on the calendar, it's mysteriously vanished when I look 5 minutes later. Any help would be appreciated.

Added (1). I want to set an alert…

The list of public holidays is country specific, so if you have set your location to (say) UK then you will no longer have the list of public holidays in (say) USA against which to set allerts.