I have an ipedge and the Vm light is not working to indicate a new voice mail. I have deleted the mailboxes and recreated them. This is happening on all phones.

Is the SMDI working correctly? ie when you call the voicemail from an extension does it ask for your security code?
If it is then check the mailbox to see if you have got the MWI set to A or B?
Have to tried to stop/start the T3 service?

Yes the SMDI is working. When you dial the VM pilot it asks for your security code.
The mailbox MWI is set to A and MWI2 is set to N
I have deleted the mailboxes and created them again. This is happening on all extensions.

Have to tried to stop/start the T3 service?

Have you looked in the V.log file?