Hi @sns ,
The Calendar Overlay in SharePoint works well for site collections in the same web application, but not for across web applications. When you add calendar in other web applications, it will shows error message "Unable to find ....". So, Are these two sites in the same web application?
Please also check your account, and make sure the account have proper permissions on the another site collection.
If this issue still exists, please check ULS log to find more information about this error. The default path of ULS log files is: C:\Program Files\Common Files\microsoft shared\Web Server Extensions\16\LOGS.
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