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Caller ID and call directory seem to be working fine as well as the actual voice mail. It just doesn't post correctly on our phone, so we don't know when we have a new message without calling.
Finally solved this, it appears some messages got placed on the phone message system instead of being on Cox, so the phone showed messages, but they weren't available when I called Cox voicemail. All other messages were always on the Cox voicemail, as one would expect. Not sure how they got to the phone, but I was able to erase them.
Kansas...was looking at some older forum issues. I'm guessing that your messages got rolled over to your phone answering machine because COX was recording a message at that time. Since you are primary on the Cox Voice, a busy signal where you were either talking or a message was being left, caused to roll over to your phones answering service. Mine is set up just the opposite, so I get an occasional Cox Voice mail and don't know till I check the Web Voice Tools.