Casadi has recently been in the process of adding event function capabilities. You may have to wait for the next release or two before you will be able to use these features in the stable releases.

If you are looking for an alternative Python package that also provides access to SUNDIALS IDA for DAE problems and already supports events, check out scikit-sundae: https://github.com/nrel/scikit-sundae. The documentation provides a clear example for how to implement events: https://scikit-sundae.readthedocs.io/en/stable/examples/robertson.html.

Disclaimer: I am the author of scikit-sundae.