The best way to set it is as below
Set up a hunt pilot and place the PA`s phone in it only or as many PA`s as you wish but do not place the Voice Mail DN in it. Then use the No coverage setting on the CIO phone with that pointing to VM. No coverage works when the coverage path call flow is not met i.e. the PA does not answer the call it is used as last resort. The reason you do not have the VM in the Hunt group is if the call coverage is common to many people but the last hop is unique therefore you only need to set up one or two hunt groups for a firm rather the having to create lots of individual groups.
There is an issue with Coverage if you network on to another PABX using Q Sig. Originally when the call went from CM to SX2000 and then into VM, the SX2000 sent to call to VM but VM only acted on the pilot number and tried to look up the pilot DN in VM. Mitel was not looking on the original dialled number but only the redirected number which in call coverage was the hunt group. In the service Parameter there is a setting we asked Cisco to develop for us called Voice Mail , when set to true it copies the original DN i.e. the CIO extension in the diverting field so when it went to VM , VM directed the call to the CIO extension DN rather then the hunt group number
Wayne