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A digital recorder is nice and all, but if you plug a recorder directly into an iPhone using a 3.5mm audio cable, you're not going to hear the call. Using the iPhone headphone jack—assuming your iPhone is so old that it even has one—cuts off the speaker. Get the Recap-C, a $99 adapter that plugs into an older iPhone's 3.5mm jack, with output to a headset as well as to a recorder. The secondary recorder—connected via a 3.5mm male-to-male auxiliary audio cable—is up to you. It could even be another iOS device (or Android or PC, but stick with the digital recorder for simplicity).

With notifications, you're alerted when you miss a call or receive a voice mail message. You can decide how and when you want to be alerted. For example, you can receive an email when you miss a call or get a text message when someone leaves a voice mail. By default, you'll receive an email anytime you miss a call, but text messaging notifications are turned off.
After that, relaunch the app. This may fix the issue of voicemail not working on your device.