Highlight dates on calendar if between 2 dates

Hello,

I'm trying to get excel to automatically highlight dates on my calendar that fall between a number of given dates, but this is causing some issues.
First of all excel doesn't support conditional formatting between dates, and second I can't copy conditional formatting rules to apply to another cell easily.
It would be possible to manually set up rules for all 365 days of a year, but I was hoping to use a formula that can do this automatically.

I found a formula that uses median that is quite clever, but I haven't found a way to apply it to a part of the calendar or the entire calendar for that matter.

This formula does a neat job for a single date, but it would be nice if it would work for an entire month.
=IF(F5=MEDIAN(F5,Bookings!D3:Bookings!E3),"Yes","No")

So maybe someone here can help me out with this.

I attached a version for your convenience to get a better idea.

Thanks,

Michael.