I am playing 1.3b vanilla + DAIM. This game as Germany I never got the Danzig or War event, or the Atmark controversy. Also in the treaty of munich I could not hold Tito hostage and get some of his provinces. All I got was his entire country as an ally which is more annoying than helpful. Were these events stripped from the game at some point?
Just go to DB/events/ and have a look in GER.txt.
Danzig or war fires when you followed history up to that point, i.e. Anschluss, Sudetenland and partitioning of Czechoslovakia and no war yet.
The Altmark incident follows in late 1939.
The treaty of Munich gives the Sudetenland to Germany, it's not Tiso who's held hostage there. In Mar 1939 you'll get the Tiso event in which you can either install Tiso (historical option), give Slovakia to Hungary (gamey option) or do nothing at all (stupid option).
It all works fine, you just did something wrong - like being at war when the dates come around.