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Open Event in Custom URL in Grid View instead of Event Page

There is no build in option yet, but you can do that with inserting this code on the bottom of your theme functions.php file (remember to back it up first just in case): 

add_action('wp_footer', function() {
    ?>
    <script type="text/javascript">
        ;
        (function ($) {
            if (typeof $.stecExtend !== 'function') {
                return;
            }
            $.stecExtend(function (master) {
                $(document).on(master.helper.clickHandle(), '.stec-layout-grid-event', function (e) {
                    var id = parseInt($(this).attr('data-id'), 10);
                    var event = master.calData.getEventById(id);
                    if (event.link != '') {
                        e.preventDefault();
                        e.stopPropagation();
                        window.open(event.link, '_blank');
                    }
                });
            });
        })(jQuery);
    </script>
    <?php
});