I am quite surprised to see this type of suggestion in this day and age. How have they managed to find a way to migrate pins and greetings, but not a way to download or email voicemail files?
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EEDIT: For those not aware, 2D are upgrading to a new voicemail platform on 22nd Oct, so old, saved voicemails will not be migrated and will be lost if not saved and will remain accessible until end of Oct 2024 only.