Let's get your voicemail notifications back! When did this start happening? What zip code are you located in?
Please attempt to dial into your voicemail with *86, choose option 4 for personal options, and then option 1 for Notifications.
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Unless you changed a setting yourself, the notification should light up. In voicemail options you can have the icon show up. I'd also look into whether you use visual or basic voicemail. Data plays a large part in visual. Also, HD calling plays a part and is a known issue right now because it isn't fully developed. I myself would make sure of your settings within the voicemail app, use visual only if it is a must, and definitely make sure you have not added Advanced Calling 1.0 HD Calling to your features. If you have, and can live without it, I'd remove that feature. Visual VM is still available without HD Calling.