Have a customer with an SX200EL and MEM where caller gets answered by AA, dials 1 for Reservations and gets transferred to ext. 8001. If not answered they want to go external to central reservations but does not transfer. If set to CFA it works or if caller were to dial the extension it works. Any thoughts?

Make sure the individual VM ports are set to LD (as if they were rooms).
If others can manually make the transfer, then make sure the COS of the voice mail includes 313 thru 319, depending on the type of trunks involved.
If no can can connect the 2 trunks together (unsupervised) make sure your interconnect table (form 30) is set up properly.