When using a coverage path, the only voice mail that a call can get to is the voice mail of the original station called.
However, on more recent Intuity Audix there is a field on the subscriber page called "Secondary Ext" that allows you to get around that, kinda. If Station A does not need a separate voice mail, you could put Station A in the Secondary Ext field of Station B, then Station A calls would go to Station B's voice mail.
If you don't have that field on your voice mail system or Station A needs a separate voice mail then the VDN/Vectoring solution is the best. You could, perhaps, use remote coverage, but that would be a waste of trunking.
A little more information regarding the situation would be helpful.
Hope that helps...and makes some sense.