Check the sync has been turned on for leave requests
To check that the sync has been turned on, you'll need to check at a team level.
Go to Organisation > Teams > Select relevant Team > Leave, Approvals and Calendar > Calendar > Tick "Sync Requests to users personal Office 365 Calendar".
Check if anything has changed with this user in Office 365
You'll next need to check if the user has been deleted in Office 365 and created again, or if they have moved to a different Office 365 tenant. It's also possible that there is a duplicate of this employee within your Office 365 tenant. Check all of the above with your Office 365 administrator.