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Did you go into Calendar app, tap "Calendars", then scroll down and see if holiday calendar there and checked? And if want alerts, tap circle-i to see/set alert status?
 
I had problems with the Holidays calendar, too. In my situation, the Holidays calendar was still listed and checked, but the events didn't show up on the calendar display.

I think the problem (for me) was that iOS wasn't getting the data. I went to Settings>Mail, Contact, Calendars>Fetch New Data>Holiday Calendar and switched it from Fetch to Manual and then back to Fetch.

Then I went back into the Calendar app, tapped Calendars at the bottom, and pulled the screen down to force a refresh of the data. After the little circle stopped spinning, the Holidays showed up again.
 
Mine vanished, too.

If you have public holidays enabled in Yosemite, you might want to do a 'Get Info' on that calendar, as it gives you the option of making it an iCloud calendar. With that done, it shows up as an iCloud calendar in your iOS devices.
 
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