Subscribed calendars not shown on my device, but they can be opened manually [iOS 14.4.2]
Solved!
To make those events to show up, put a UID parameter inside every VEVENT. Example:
BEGIN:VEVENT
UID:41e9d941b4ae063b9b6236fdc6f2479d-20210424T191741:username@example.com
BEGIN:VALARM
ACTION:DISPLAY
DESCRIPTION:English
TRIGGER:-PT2M
END:VALARM
URL:https://zoom.us/j/99999999999
LOCATION:209
DESCRIPTION:Read The Cather in the Rye
DTSTART;TZID=Europe/Moscow:20210425T154000
DTEND;TZID=Europe/Moscow:20210425T162000
SUMMARY:English language, ENG-9-1
END:VEVENT

Also UID can be absolutely random line, e. g. ae063b9b6236fd, but it must be unique for every event in your calendar and outside of your calendar. If the client meets two events with same UID's, the last one mentioned in iCal response will be shown. If there is no UID, the event will be ignored during parsing.
Client needs UID to prevent duplicating events and merging events with TODO lists (if supported), etc.