I solved this. PushSharp was not raising events because you have to add Event Handlers BEFORE you register apple service on the broker. So the correct code is:
PushBroker broker = new PushBroker();
broker.OnChannelCreated += broker_OnChannelCreated;
broker.OnChannelDestroyed += broker_OnChannelDestroyed;
broker.OnChannelException += broker_OnChannelException;
broker.OnNotificationRequeue += broker_OnNotificationRequeue;
broker.OnServiceException += broker_OnServiceException;
broker.OnNotificationSent += broker_OnNotificationSent;
broker.OnNotificationFailed += broker_OnNotificationFailed;
// Now you can register the service.
broker.RegisterAppleService(new PushSharp.Apple.ApplePushChannelSettings(false, appleCert, "XXXXX"));