Problem with links & base page
do you have Permalinks 'plain' enabled (in WP Dashboard/Settings)? Or do you have custom? I don't know if that makes a difference but it relates to how URLs are constructed. I switched between plain and custom Permalinks. And in civicrm Wordpress Integration how did you configure your 'base' page?  I used the postname of my WP base page (ie, just 'civicrm') and it seems to work, civicrm event pages show.
Does your .htaccess file have URL rewriting enabled (begins like "# BEGIN WordPress

RewriteEngine On.."
In the URL for, say, an event I get "page=CiviCRM&amp;q=civicrm%2Fevent%2Finfo&amp;id=1870&amp;reset=1" where &amp;id=1870 is the registration form for an event I created.
 I am using 4.7.20 and WP 4.8 also