None of these laws are as cut and dried as they seem (Nevada's one-party consent has been viewed by the courts as an all-party consent). Play it safe: get permission on any recorded call. "Forgiveness" could get litigious and costly, and even lead to criminal charges. If you're nervous, don't record at all. The folks at Rev did a deep-dive into the laws to help drive that advice home.
From the Skype for Business desktop app (if you are running Click-2-Run build C2R 8201.1002 or later), select Set Up Voice Mail. Change your Call Answering Rules You can change what options your callers have when they reach the voicemail service; get disconnected, hear your greeting, record a message, choose to be transferred to the number or user you select. Change your prompt language This is the prompt language that is played to callers. For list of supported languages, see Languages for voicemail greetings and messages from Skype for Business. Configure your Out of Office greeting This is the customized greeting message that is played to callers when your status is Out of Office. This option can be activated "Always," when you have an active "Auto Reply" in Outlook, or whenever you have an out-of-office calendar appointment.  Where you can get your voicemail messages from

Keep callers on the phone with messages on hold. Make announcements while they’re waiting or being transferred.
Setting up voicemail on an iPhone is pretty easy. These steps are specifically for iOS 14 and above, but they should be nearly identical for people who are still using older operating systems like iOS 12 or iOS 13.