I don’t believe so. it would need to use the phone app call log and as far as I know there is no access to that by Shortcuts.
I guess the closest you could do would be to use a screenshot and try and OCR the caller name from the call screen to be able to feed that into the calendar event creation.
If you have lots of calls it may even be best to do it in batch at the end of each day from a screenshot of the call log.
If you don’t ming me asking, how does a calendar event now correlate to a call reminder? I’m sure I am missing something obvious here, but events and reminders are different things.