Assign location from Profile2 to a node
Install the references module, once you done that, you can enable the node_reference submodule and attach a "Node Reference" field to your "event" content type. Choose the "select list" widget and the user will be able to link any location to the event.

If you want to let the user choose only from locations he created, here's a way: 

On the field configuration page, you can see a fieldset called "Views - Nodes that can be referenced". It says that options from the dropdown can be filtered based on a view using the "References" display type.

Just create a view listing location nodes and select the correct "display type" as shown below:



And display nodes from the current logged-in user by adding a contextual filter "Content: Author uid"



Save all that and refresh the field configuration page. Select the view from the dropdown list that just appeared and you should be good to go ;).