check hunt groups this is almost definetly a msg left for a group not a user.

On 2030 phone press Voice then look for options apart from listen - these are the group mailboxes,
for definity habdsets you will have to create a short code
number "#<groupname>" feature "voicemail collect" to access these mailboxes
PM can help, aslo add H<groupname> into the soucenumber field of the user
<groupnme>= the NMAE of the hunt group

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* NOTE IPO CALL PROCESSING WORKS ON NAME NOT NUMBER! *
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This is not todo with any hunt group mailboxes it is the ext's voicemail that is taking to long to light the lamp.

I have never had this issue on a DT handset however it can happen on POTs. In some cases version 1.3 in particular you only get the POTs Lamp up after the user goes on and off hook. Try going to 1.4 it is had some POTs message lamp improvements.

Another thing Message lamps for groups
Make sure you have the group source number set under the user this is most important other wise the group notification is erratic it will not effect the user notification.  For example if you are a member of main and want notification of messages enter Hmain in the source code area

had it fix it use 1.4 2210.

However make sure the  power management has been diabled on the server pc.