Hello @Jessica_B,
Subtasks aren‘t really considered as part of the project, hence why they don‘t show in the project unless you add the subtasks to the project directly as well.
You could add the subtasks to a separate section in Asana that you move towards the end and keep collapsed. Then they would show in the calendar also.
Here is a relevant feedback request thread:
In list view you would be able to unfold the first layer of subtasks as explained here.