Here is my update. I tested it several times this weekend (meanwhile Sipsorcery seemed down sometime).
In my sipsorcery outbound dial plan,
123456@VOXALOT goes to vm directly. Never rings my phone.
*010123456@VOXALOT rings my phone. If none picks it up, it will go to vm.
Possibly Aaron could tell where the issue is. Another possibility is authentication mentioned by boatman.
As long as the SIP URI call works, I am happy.