Much, much simpler method: Hold phone up to the source and play track while in “custom” and “record.” Some degradation of quality of course. Life full of trade offs.
When you have new voicemail, the Phone tab in the Skype for Business main window displays the number of your messages. See Contact Card opens the caller's contact card, which lists their phone number, email address, office location, and so on. Open Item in Outlook provides more information about the call.

We really needed to find a solution that would route our calls to various offices and deliver voicemail messages to multiple people and VMO provided a solution to do this with ease. The voicemail system they have provided has truly made a difference for our business, and callers are always able to reach us during or after work hours. The support they have provided has been excellent and they are always there for us when we need to make changes. Voicemail Office was the answer for us!
If you live alone, it’s best not to advertise that fact in your outgoing message. If you do, you may leave yourself vulnerable to burglars, stalkers, and other criminals. Instead of saying, “I can’t come to the phone,” say, “No one can come to the phone.”