Does iCloud Calendar Backup Include Local (Non iCloud) Calendars?
Following some trial and error, and additional reasoning, I can partially answer my own question:

(1) The events from a local calendar, on an iPhone ("On This Phone", I think it is referred to), are not backed up to the calendar-specfic area in iCloud. Here:

iCloud.com &gt; Settings &gt; (Advanced section) &gt; Restore Calendars and Reminders

Although it doesn't say so explicitly, it makes sense that these iCloud calendar backups cover a user's iCloud calendars. (Plus, my attempt to restore such backups with a hope to see pre-merged, local calendars, failed).

Screen shot from iCloud.com:



(2) The iPhone backup (the complete backup of the whole phone), which in my case was being backed up to iCloud (rather than iTunes), would, I presume, include the local calendars and their events.

However, by time I'd got to looking at this, my oldest 'complete' iCloud backup was just a day old... which was after I merged the local calendars into iCloud calendars.