I am assuming that this is an SX-2000, because if it was a SX-200 you can't forward directly to an outside number (you have to forward to a system speed dial entry)... I am also going to assume since you have one phone that works, the rest of the system is setup correctly, so the only logical thing left is COS, try changing the COS of the phone that doesn't work to the same as the one that works.
If this is truly an SX-200, then you need to build a system speed dial number to go to the cell number that you want, then forward the phone to <SysSpdDial FAC>+<SysSpdDial Bin Number> or it won't work.