I am pretty sure my query is for all Appointment, so there is no filtering there whatsoever.
However, each Appointment is linked to an Order object which I set up as a required object. Remember this is a delivery appointment so we basically schedule Orders for delivery. And then on the Order object, I have a status of 'Open' or 'Close'. I protect the Order (from everybody except System) when the status is changed to 'Close'.
I just checked and it seem all those scheduled Order not showing up are linked to 'Closed' orders. I wonder if that is the reason it wont display it in Calendar Monthly view. Its weird though that is shows in standard report and even in Weekly view.
I am going to do some more tests.