Manually forwarded extensions will never forward to voice mail. The act of manually forwarding a phone tells it to ignore any forwarding which has been programmed.
You could create a hunt group with the station receiving the calls as the member, recalling to a call routing announcement which times out to the mailbox. Manually forward the phone to the hunt group.
If it’s an ongoing situation, like a secretary covering for the boss, you could create a new forward path. Make the secretary’s extension the first forward point, and a call routing announcement which times out to the secretary’s voice mail as the second forward point. You could set this to only work in DND, and leave normal forward to voice mail in a no answer condition.
Not sure if these will work in your situation, but it will point you in the right direction to be creative.