The message lamp indicator on the first page only notifies an individual for a particular mailbox. So, say my ext is 24 but my voice mail indication is set to 55, when a message comes in for ext 55 it notifies me but if I also have voice mail on ext 24 I get no notification. So ylor, what is happening in your scenario is just that, the message waiting light is for the mailbox of the individual who left let's say 55, if someone calls the forwarded to extension of 24 they go to the mailbox for 24 not 55.
My advice: retain the mailbox for ext 2000. Hopefully 2001 is a digital phone with an available button, assign an aut-msg-wt light for ext. 2000 on that button. The user will have to check two mailboxes but will get notification for both. If you decide to do this and need help on steps for the aut-msg-wt light (it can be tricky to get it to work sometimes) let me know.