Hi,
Yes you need a dummy phone number in the PBX to drop messages from an Ip phone to the Voicemail system you have. This because you're not doing proper integration with the call manager and there is no way to pass The IP phone called id for the right VM access, hence the dummy phone on PBX. Also you lose the MWI function without proper integration i.e. via SMDI and voice path through fxs ports on access gateway to the voice card on the PBX.
With the # issue, i would suggest using DTMF relay on the gateway VoIP dial-peer towards the call manager.
Hope things are a bit clearer
Regards
oodunuga