It is absolutely STAGGERING - although not at all surprising - that Microsoft continues to use its quasi-omnipotence to totally disregard the needs of its customers.
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

If you’re less than satisfied in your current phone system voicemail greetings, there is probably a decent reason why. We only employ professional voice talents because we want you provide you a highly effective and high quality recording.
Step 4. Begin recording your custom voicemail message by tapping “Record.” You can also listen to your recording by tapping “stop” and “play” before proceeding to the next step.