Is there a good live source of data for all public (bank) holidays for all countries in an easy fetch-able format?
But the main problem with a global holiday calendar is:
Please take note that some calendars are not 100% accurate. The most common example is the Islamic calendar, where some computed holidays are not exactly on the same official day decided by religious authorities, and this may vary country by country. Whenever it's possible, try to adjust your results with the official data provided by the adequate authorities.