Hi Dan,
Setting Calendar Exceptions is not possible directly via the API. It is possible via business rules.
The automated process you're trying to set up can trigger business rules in various ways, say saving some Clarizen (i.e. Request, Data or any other object you can set workflow rules on) object containing the information. A business rule could trigger when such object is added, read the information and add the calendar exception.
Hope this helps,
Ophir