I checked with the latest 4.24.4 with these results:
1) Blocked “Events->Settings” menu item is removed from the admin menu as expected;
2) edit.php?post_type=event&page=events-manager-options#general URL direct access is blocked when you use “Block Selected” model
3) edit.php?post_type=event&page=events-manager-options#general direct access is not blocked when you use “Block not selected” model. So you can not use “block not selected” model with this plugin. With this model I block only links which belongs to main menu, not selected, and not located inside allowed pages. As you can see ‘edit.php?post_type=event’ is allowed in this case.
I see that this logic may be enhanced. I will work in this direction. But current version work this way.