I've not got any ideas, but I do have a similar problem!
I want to add events that relate to 'training levels', some of which also have corresponding courses in categories.
I need to add them as Site Events, so that everyone can see them and maybe choose to enrol. I can't add them as course events otherwise only enrolled students in each course will see them.
I'm using 'Category Themes' in 1.9, so my different categories have different colours - I'd like the calendar events to reflect those colours rather than the colours for 'site event' 'course event', etc.
Maybe it would be possible to choose theme (or even just a colour) when adding an event which, if chosen, would then over-ride the normal 4 colour choices for the calendar events 
. I'm just going out, but I'll submit a feature request along these lines when I get back.