So the correct DIGIT TRANSLATION here is FORWARD TO EXTENSION, then pug in the appropriate extension. Calls will go to the extension. Then the SYSTEM FORWARDING can, if desired, send unanswered calls somewhere...otherwise unanswered calls will return to the sending device (the announcement. Find the extension in SYSTEM/DEVICES AND FEATURE CODES/PHONES. Within that phone go to SYSTEM FORWARDING. Pick the forwarding path you want, and flag the options you want (NO ANSWER, for example). Make sure your phone does have its own mailbox or things will be messy.
If calls still go to a general mailbox instead of that specific one, inspect the forwarding path, make sure it goes to voice mail application (typically 2500, but could be different). Dial the number in the path, if correct it should say something like "You've reached the automated voice processing system. PLEASE ENTER A MAILBOX NUMBER".