Hi Ralph, many thanks for your quick response!
The system speed dial for his mobile is now set to Over Ride Toll Control (it wasn't previously).
The user in question currently has a Call Forward Always button on his Deskphone, and direct dialling his extension correctly redirects to his mobile (when the Call Forward button is illuminated on his Deskphone).
However, with his internal Deskphone extension as the 'press 2' option in the Auto Attendant, a strange thing happens now.
When you press 2, it appears to call his mobile but only rings for a split second, then from his point of view hangs up, and from the callers point of view, forwards to our 'press 9' option of the Auto Attendant, which is to use the company directory or direct input the extension of the person you are trying to reach.
On his mobile's screen (an iPhone), when it rings for a split second, it does say that it is an unknown caller. Does this allude to your last bullet point? If so, where do I check that the VM ports are using the default caller ID?