The e.DataItem is only available in BeforeEventRender on the server side.
For additional data that need to be passed with the event through all its lifecycle you should use tag fields (*DataTagFields* property).
These fields will be available in BeforeEventRender, in client-side event handlers as e.tag("name"), in server-side event handlers as e.Tag["name"].
Example:
<DayPilot:DayPilotCalendar
...
DataTagFields="color, status" />
EventClick handler:
string status = e.Tag["status"];
See also here:
http://doc.daypilot.org/calendar/event-loading/