Without the Auto VMS Coverage programmed, you will find that an Intercom call and a call transferred from an extension will not cover to voice mail. Calls from the Auto Attendant WILL.

These transfers from the Auto Attendant are actually transfer returns from the unanswered extension, to the voice mail port extension that transferred it. They are coming with mode codes, and the voice mail is able to interpet and route to the mailbox.

With the Auto VMS turned on, the mode codes are different, and the DND transfers will hit the "Transferring to Operator" recording.

Bottom line, follow Mike's advice, and flash both the Processor and Voice Mail.