Are you trying to record a greeting and not an actual voicemail for a user, correct? If so, click options, Playback & Recording and confirm that the active phone number is a number that the UCC ports CSS has access to call.
These are the paths to get to each CCX logs through CLI. They may be helpful if you are having issues accessing RTMT or downloading logs through it.
If you want to download them you have to prefix "file get " and you can add one of the options (re...