I didn't misunderstand. Some Co's don't catch the call until the ring actually cycles. Like when you call forward your home number to your cell. The house line still rings once before forwarding.

Obviously the CO is handling the call which is why you are getting the message from them stating the call did not go through. So my next step would be to contact them and have them trap the call stream while you are forwarding a call. This way they can tell you exactly what is happening.